+31.9%
DIS vs NTRA
+2,761.8%
-2,729.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.6% |
| 30D | +9.2% | -19.2% | +28.3% | +11.6% |
| 3M | +13.5% | +2.7% | +10.8% | +12.6% |
| 6M | +14.3% | +63.4% | -49.1% | +6.5% |
| YTD | +5.4% | +39.3% | -33.9% | -0.4% |
| 1Y | +12.2% | +59.0% | -46.9% | +4.2% |
| 3Y | +37.2% | +557.4% | -520.2% | +5.4% |
| 5Y | -23.1% | +177.4% | -200.5% | -38.6% |
| All | +31.9% | +2,761.8% | -2,729.9% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling