+1,694.1%
NTRA vs ALLY
+125.1%
+1,569.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -11.2% | -2.1% | -9.1% | -10.2% |
| 30D | -18.4% | +2.0% | -20.4% | -19.1% |
| 3M | +2.2% | -13.3% | +15.5% | +8.7% |
| 6M | +58.1% | -9.9% | +68.0% | +64.8% |
| YTD | +41.0% | -13.5% | +54.5% | +49.0% |
| 1Y | +54.1% | -2.8% | +57.0% | +54.3% |
| 3Y | +590.9% | +63.4% | +527.5% | +424.9% |
| 5Y | +180.7% | -10.9% | +191.6% | +170.6% |
| 10Y | +2,796.3% | +174.7% | +2,621.6% | +1,510.0% |
| All | +1,694.1% | +125.1% | +1,569.0% | +957.7% |
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