+3,032.9%
NTRA vs COO
+17.5%
+3,015.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.4% | +8.1% |
| 7D | -0.5% | -23.3% | +22.8% | +16.6% |
| 30D | +4.3% | -29.5% | +33.8% | +28.8% |
| 3M | +50.6% | -20.0% | +70.6% | +70.5% |
| 6M | +63.9% | -27.2% | +91.1% | +97.5% |
| YTD | +42.4% | -33.9% | +76.3% | +82.3% |
| 1Y | +92.1% | -19.9% | +112.0% | +114.0% |
| 3Y | +501.7% | -38.1% | +539.8% | +635.7% |
| 5Y | +171.4% | -52.0% | +223.4% | +304.2% |
| All | +3,032.9% | +17.5% | +3,015.4% | +2,822.4% |
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