+13.0%
DLR vs NTRA
+99.0%
-86.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +2.8% | -7.9% | +10.7% | +3.6% |
| 30D | +2.8% | -8.1% | +10.9% | +3.4% |
| 3M | -4.0% | +42.1% | -46.1% | -6.7% |
| 6M | -5.6% | +84.8% | -90.4% | -11.1% |
| YTD | +21.9% | +70.7% | -48.7% | +12.1% |
| 1Y | +13.0% | +99.0% | -86.0% | -1.5% |
| All | +13.0% | +99.0% | -86.0% | -1.5% |
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