+291.3%
IR vs NTRA
+3,058.6%
-2,767.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -15.1% | +19.5% | -34.6% | -17.6% |
| 3M | +6.1% | +47.8% | -41.7% | -0.4% |
| 6M | -16.8% | +61.6% | -78.5% | -23.2% |
| YTD | -3.5% | +43.3% | -46.8% | -9.7% |
| 1Y | -3.5% | +97.0% | -100.5% | -14.0% |
| 3Y | +9.5% | +424.9% | -415.4% | -17.0% |
| 5Y | +45.1% | +165.2% | -120.1% | +14.7% |
| All | +291.3% | +3,058.6% | -2,767.3% | +102.4% |
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