+13.0%
DIS vs NTRA
+1,694.1%
-1,681.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +0.9% | -11.2% | +12.1% | +2.0% |
| 30D | +8.9% | -18.4% | +27.3% | +11.0% |
| 3M | +14.5% | +2.2% | +12.3% | +13.8% |
| 6M | +12.2% | +58.1% | -45.9% | +5.7% |
| YTD | +4.7% | +41.0% | -36.2% | -0.6% |
| 1Y | +2.8% | +54.1% | -51.3% | -3.4% |
| 3Y | +38.1% | +590.9% | -552.8% | +8.8% |
| 5Y | -23.6% | +180.7% | -204.3% | -37.6% |
| 10Y | +31.4% | +2,796.3% | -2,765.0% | -10.7% |
| All | +13.0% | +1,694.1% | -1,681.1% | -23.2% |
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