+307.9%
DLR vs NTRA
+1,700.8%
-1,392.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +3.4% | +1.1% | +2.3% | +3.3% |
| 30D | -2.2% | +0.6% | -2.9% | -2.3% |
| 3M | +4.7% | +51.8% | -47.1% | +0.8% |
| 6M | +9.0% | +63.6% | -54.6% | +4.0% |
| YTD | +24.1% | +41.5% | -17.3% | +19.6% |
| 1Y | +20.9% | +93.6% | -72.7% | +13.4% |
| 3Y | +60.0% | +498.0% | -438.0% | +36.2% |
| 5Y | +35.3% | +172.5% | -137.2% | +17.0% |
| 10Y | +165.8% | +2,960.8% | -2,795.1% | +96.2% |
| All | +307.9% | +1,700.8% | -1,392.8% | +205.0% |
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 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