+19.0%
DLR vs NTRA
+96.0%
-77.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -3.4% | +19.5% | -22.9% | -4.9% |
| 3M | +0.5% | +47.8% | -47.3% | -3.3% |
| 6M | +4.6% | +61.6% | -57.1% | -1.1% |
| YTD | +23.4% | +43.3% | -19.8% | +16.7% |
| 1Y | +19.0% | +97.0% | -78.0% | +8.7% |
| All | +19.0% | +96.0% | -77.0% | +8.7% |
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 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