-7.2%
JD vs NTRA
+510.2%
-517.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -3.0% | +1.6% | -4.6% | -3.2% |
| 30D | -19.3% | +3.8% | -23.1% | -19.7% |
| 3M | -6.0% | +48.2% | -54.3% | -10.8% |
| 6M | +1.8% | +61.0% | -59.2% | -5.1% |
| YTD | -2.6% | +44.2% | -46.8% | -8.0% |
| 1Y | -17.4% | +87.3% | -104.7% | -25.1% |
| All | -7.2% | +510.2% | -517.4% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling