-74.3%
GRAB vs NTRA
+265.5%
-339.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | -10.8% | +0.2% | -11.0% | -10.9% |
| 30D | -15.5% | +4.1% | -19.6% | -16.6% |
| 3M | -9.0% | +50.0% | -59.0% | -20.7% |
| 6M | -21.6% | +67.3% | -88.9% | -34.9% |
| YTD | -38.9% | +43.6% | -82.5% | -46.9% |
| 1Y | -44.8% | +89.2% | -134.1% | -56.3% |
| 3Y | -18.4% | +502.5% | -521.0% | -58.0% |
| 5Y | -71.6% | +173.8% | -245.4% | -83.6% |
| All | -74.3% | +265.5% | -339.8% | -87.1% |
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