+114.1%
DT vs NTRA
+1,088.8%
-974.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +3.0% | +4.1% | -1.1% | +1.7% |
| 3M | +26.5% | +50.0% | -23.5% | +10.8% |
| 6M | +35.9% | +67.3% | -31.4% | +14.0% |
| YTD | +17.8% | +43.6% | -25.7% | +3.1% |
| 1Y | +4.1% | +89.2% | -85.2% | -16.7% |
| 3Y | +5.3% | +502.5% | -497.2% | -45.0% |
| 5Y | -27.2% | +173.8% | -200.9% | -55.4% |
| All | +114.1% | +1,088.8% | -974.6% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling