+28.4%
NOC vs NTRA
+507.7%
-479.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.8% | +0.2% | +0.5% | +0.8% |
| 30D | -9.7% | +4.1% | -13.8% | -9.7% |
| 3M | -5.6% | +50.0% | -55.7% | -5.5% |
| 6M | -28.6% | +67.3% | -95.9% | -28.4% |
| YTD | -7.9% | +43.6% | -51.5% | -8.0% |
| 1Y | -9.5% | +89.2% | -98.8% | -9.1% |
| 3Y | +28.4% | +502.5% | -474.2% | +33.1% |
| All | +28.4% | +507.7% | -479.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling