+289.0%
NOC vs NTRA
+1,711.9%
-1,422.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -9.4% | +4.3% | -13.7% | -9.5% |
| 3M | -3.8% | +50.6% | -54.5% | -4.7% |
| 6M | -28.8% | +63.9% | -92.7% | -29.6% |
| YTD | -7.9% | +42.4% | -50.2% | -8.7% |
| 1Y | -9.0% | +92.1% | -101.1% | -10.5% |
| 3Y | +29.1% | +501.7% | -472.7% | +23.1% |
| 5Y | +58.9% | +171.4% | -112.5% | +54.1% |
| 10Y | +191.2% | +3,161.4% | -2,970.2% | +150.9% |
| All | +289.0% | +1,711.9% | -1,422.9% | +246.9% |
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 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