+112.9%
DRAM vs NTRA
+66.0%
+46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +7.8% | +4.1% | +3.7% | +7.6% |
| 3M | -9.2% | +50.0% | -59.3% | -9.2% |
| All | +112.9% | +66.0% | +46.9% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling