+1,723.2%
NTRA vs ALLY
+156.6%
+1,566.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +3.7% | -3.1% | -1.0% |
| 30D | +19.5% | -2.3% | +21.8% | +20.6% |
| 3M | +47.8% | +3.8% | +43.9% | +44.8% |
| 6M | +61.6% | +9.7% | +51.9% | +54.5% |
| YTD | +43.3% | -1.4% | +44.7% | +43.1% |
| 1Y | +97.0% | +8.2% | +88.8% | +87.8% |
| 3Y | +424.9% | +66.5% | +358.4% | +295.9% |
| 5Y | +165.2% | +1.2% | +164.0% | +140.8% |
| 10Y | +3,114.3% | +191.4% | +2,922.9% | +1,622.0% |
| All | +1,723.2% | +156.6% | +1,566.6% | +915.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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