-37.1%
DOW vs NTRA
+172.0%
-209.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -3.9% | +4.1% | -8.0% | -4.2% |
| 3M | -12.7% | +50.0% | -62.7% | -15.4% |
| 6M | -13.7% | +67.3% | -81.0% | -17.5% |
| YTD | +28.4% | +43.6% | -15.2% | +24.2% |
| 1Y | +21.8% | +89.2% | -67.5% | +14.4% |
| 3Y | -35.7% | +502.5% | -538.3% | -46.0% |
| All | -37.1% | +172.0% | -209.2% | -47.5% |
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 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