+271.3%
DIA vs NTRA
+1,700.8%
-1,429.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -2.1% | +0.6% | -2.7% | -2.2% |
| 3M | +4.2% | +51.8% | -47.7% | -0.3% |
| 6M | +11.9% | +63.6% | -51.7% | +5.9% |
| YTD | +10.8% | +41.5% | -30.7% | +6.2% |
| 1Y | +17.5% | +93.6% | -76.1% | +9.1% |
| 3Y | +59.9% | +498.0% | -438.1% | +31.6% |
| 5Y | +64.1% | +172.5% | -108.3% | +39.5% |
| 10Y | +246.2% | +2,960.8% | -2,714.6% | +128.6% |
| All | +271.3% | +1,700.8% | -1,429.4% | +148.6% |
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