-74.7%
NKE vs NTRA
+172.0%
-246.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | +4.1% | -12.3% | -8.7% |
| 3M | -19.1% | +50.0% | -69.1% | -23.3% |
| 6M | -32.6% | +67.3% | -99.9% | -37.3% |
| YTD | -40.7% | +43.6% | -84.3% | -43.9% |
| 1Y | -48.9% | +89.2% | -138.1% | -53.5% |
| 3Y | -59.2% | +502.5% | -561.8% | -69.1% |
| All | -74.7% | +172.0% | -246.7% | -79.9% |
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