-3.0%
JD vs NTRA
+1,723.2%
-1,726.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -13.2% | +19.5% | -32.7% | -16.0% |
| 3M | -3.2% | +47.8% | -50.9% | -10.0% |
| 6M | +15.2% | +61.6% | -46.4% | +4.8% |
| YTD | +2.0% | +43.3% | -41.3% | -5.6% |
| 1Y | -5.4% | +97.0% | -102.4% | -17.2% |
| 3Y | -9.1% | +424.9% | -434.0% | -35.0% |
| 5Y | -59.6% | +165.2% | -224.8% | -70.3% |
| 10Y | +26.2% | +3,114.3% | -3,088.1% | -31.8% |
| All | -3.0% | +1,723.2% | -1,726.2% | -47.8% |
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