-73.2%
DOCS vs NTRA
+165.5%
-238.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +21.8% | +19.5% | +2.3% | +14.6% |
| 3M | +27.3% | +47.8% | -20.5% | +10.6% |
| 6M | -0.3% | +61.6% | -62.0% | -17.3% |
| YTD | -40.5% | +43.3% | -83.7% | -48.8% |
| 1Y | -61.5% | +97.0% | -158.6% | -70.8% |
| 3Y | +8.2% | +424.9% | -416.8% | -45.8% |
| All | -73.2% | +165.5% | -238.7% | -82.2% |
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 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