+99.6%
NOK vs NTRA
+1,711.9%
-1,612.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +8.7% | -0.5% | +9.2% | +8.7% |
| 30D | +12.5% | +4.3% | +8.2% | +12.0% |
| 3M | -20.7% | +50.6% | -71.4% | -24.1% |
| 6M | +36.2% | +63.9% | -27.8% | +28.7% |
| YTD | +64.1% | +42.4% | +21.8% | +57.1% |
| 1Y | +132.4% | +92.1% | +40.3% | +115.5% |
| 3Y | +182.9% | +501.7% | -318.9% | +129.1% |
| 5Y | +102.8% | +171.4% | -68.7% | +69.0% |
| 10Y | +126.8% | +3,161.4% | -3,034.6% | +46.9% |
| All | +99.6% | +1,711.9% | -1,612.2% | +26.7% |
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