+112.2%
DT vs NTRA
+1,093.7%
-981.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +0.1% | +3.8% | -3.7% | -1.1% |
| 3M | +24.1% | +48.2% | -24.1% | +9.1% |
| 6M | +30.1% | +61.0% | -30.8% | +10.5% |
| YTD | +16.8% | +44.2% | -27.4% | +2.0% |
| 1Y | -0.1% | +87.3% | -87.4% | -19.7% |
| 3Y | +6.8% | +509.4% | -502.6% | -44.4% |
| 5Y | -28.4% | +175.1% | -203.5% | -56.2% |
| All | +112.2% | +1,093.7% | -981.6% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling