+2,650.8%
NTRA vs COO
+41.1%
+2,609.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.4% |
| 30D | -19.2% | +14.2% | -33.3% | -26.0% |
| 3M | +2.7% | -18.2% | +20.9% | +14.7% |
| 6M | +63.4% | +5.3% | +58.0% | +52.7% |
| YTD | +39.3% | -23.6% | +62.8% | +61.7% |
| 1Y | +59.0% | -12.7% | +71.7% | +67.8% |
| 3Y | +557.4% | -24.2% | +581.6% | +594.8% |
| 5Y | +177.4% | -40.0% | +217.4% | +254.8% |
| All | +2,650.8% | +41.1% | +2,609.7% | +2,172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling