+26.5%
DOCS vs NTRA
+49.0%
-22.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.6% | +12.6% | +5.8% |
| 7D | -0.8% | -25.0% | +24.3% | +15.2% |
| 30D | +17.4% | -21.5% | +38.9% | +32.1% |
| 3M | +57.4% | +17.1% | +40.3% | +33.2% |
| 6M | +26.5% | +44.4% | -17.9% | +2.0% |
| All | +26.5% | +49.0% | -22.4% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling