+22.7%
DIS vs NTRA
+3,171.2%
-3,148.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +2.2% | +4.3% | -2.1% | +1.7% |
| 3M | +8.1% | +50.6% | -42.5% | +2.3% |
| 6M | +5.2% | +63.9% | -58.7% | -1.8% |
| YTD | -6.3% | +42.4% | -48.6% | -11.3% |
| 1Y | -7.3% | +92.1% | -99.4% | -15.5% |
| 3Y | +33.8% | +501.7% | -467.9% | +4.1% |
| 5Y | -40.7% | +171.4% | -212.2% | -52.4% |
| All | +22.7% | +3,171.2% | -3,148.6% | -21.3% |
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