+44.6%
DLR vs NTRA
+172.0%
-127.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -4.3% | +4.1% | -8.4% | -4.8% |
| 3M | +3.8% | +50.0% | -46.2% | -1.6% |
| 6M | +5.8% | +67.3% | -61.5% | -1.5% |
| YTD | +23.5% | +43.6% | -20.0% | +16.8% |
| 1Y | +11.1% | +89.2% | -78.2% | +1.4% |
| 3Y | +57.9% | +502.5% | -444.7% | +24.8% |
| All | +44.6% | +172.0% | -127.4% | +18.0% |
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