-62.4%
JD vs NTRA
+177.5%
-239.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -4.1% | +2.7% | -6.8% | -4.7% |
| 30D | +4.6% | -19.2% | +23.8% | +8.2% |
| 3M | -4.7% | +2.7% | -7.4% | -6.3% |
| 6M | -17.4% | +63.4% | -80.7% | -27.1% |
| YTD | +0.7% | +39.3% | -38.6% | -9.0% |
| 1Y | -5.9% | +59.0% | -64.9% | -17.5% |
| 3Y | +18.9% | +557.4% | -538.5% | -29.3% |
| All | -62.4% | +177.5% | -239.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling