-42.2%
DIS vs NTRA
+177.1%
-219.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -3.5% | +1.6% | -5.1% | -3.7% |
| 30D | +1.0% | +3.8% | -2.8% | +0.4% |
| 3M | +5.7% | +48.2% | -42.6% | -1.0% |
| 6M | +3.3% | +61.0% | -57.7% | -5.0% |
| YTD | -7.7% | +44.2% | -51.9% | -13.9% |
| 1Y | -10.0% | +87.3% | -97.2% | -19.5% |
| 3Y | +31.7% | +509.4% | -477.7% | -4.8% |
| 5Y | -42.2% | +175.1% | -217.3% | -58.1% |
| All | -42.2% | +177.1% | -219.3% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling