+469.3%
DHR vs NTRA
+1,711.9%
-1,242.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -3.3% | +4.3% | -7.6% | -3.8% |
| 3M | +9.4% | +50.6% | -41.2% | +3.5% |
| 6M | +3.2% | +63.9% | -60.8% | -3.7% |
| YTD | -12.0% | +42.4% | -54.4% | -16.6% |
| 1Y | +4.9% | +92.1% | -87.2% | -4.2% |
| 3Y | -7.4% | +501.7% | -509.1% | -27.0% |
| 5Y | -29.8% | +171.4% | -201.2% | -42.9% |
| 10Y | +209.1% | +3,161.4% | -2,952.3% | +101.3% |
| All | +469.3% | +1,711.9% | -1,242.6% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling