+139.3%
EOG vs NTRA
+1,735.1%
-1,595.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | +3.4% | +3.8% | -0.4% | +2.9% |
| 3M | +7.8% | +48.2% | -40.4% | +3.1% |
| 6M | +13.4% | +61.0% | -47.6% | +6.7% |
| YTD | +43.5% | +44.2% | -0.7% | +36.4% |
| 1Y | +29.7% | +87.3% | -57.6% | +19.4% |
| 3Y | +23.2% | +509.4% | -486.3% | -2.8% |
| 5Y | +176.4% | +175.1% | +1.3% | +127.6% |
| 10Y | +119.1% | +3,203.1% | -3,084.0% | +24.4% |
| All | +139.3% | +1,735.1% | -1,595.8% | +38.6% |
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