-61.5%
JD vs NTRA
+172.0%
-233.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -4.2% | +0.2% | -4.5% | -4.3% |
| 30D | -14.4% | +4.1% | -18.5% | -15.1% |
| 3M | -3.6% | +50.0% | -53.6% | -12.3% |
| 6M | -0.3% | +67.3% | -67.6% | -12.3% |
| YTD | -2.4% | +43.6% | -45.9% | -11.5% |
| 1Y | -18.5% | +89.2% | -107.8% | -30.9% |
| 3Y | -7.0% | +502.5% | -509.6% | -43.7% |
| All | -61.5% | +172.0% | -233.5% | -74.4% |
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 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