-7.3%
DIS vs NTRA
+84.8%
-92.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.9% |
| 3M | +8.1% | +50.6% | -42.5% | +3.7% |
| 6M | +5.2% | +63.9% | -58.7% | -0.9% |
| YTD | -6.3% | +42.4% | -48.6% | -11.6% |
| 1Y | -7.3% | +92.1% | -99.4% | -15.9% |
| All | -7.3% | +84.8% | -92.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling