-9.7%
NOC vs NTRA
+96.0%
-105.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -5.2% | +0.6% | -5.8% | -5.2% |
| 30D | -7.2% | +19.5% | -26.7% | -7.5% |
| 3M | -5.1% | +47.8% | -52.9% | -6.2% |
| 6M | -31.1% | +61.6% | -92.7% | -32.1% |
| YTD | -8.6% | +43.3% | -51.8% | -11.1% |
| 1Y | -9.7% | +97.0% | -106.8% | -9.4% |
| All | -9.7% | +96.0% | -105.7% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling