+171.4%
NTRA vs COO
-51.8%
+223.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.4% | +6.5% |
| 7D | -0.5% | -23.3% | +22.8% | +13.7% |
| 30D | +4.3% | -29.5% | +33.8% | +24.7% |
| 3M | +50.6% | -20.0% | +70.6% | +67.2% |
| 6M | +63.9% | -27.2% | +91.1% | +91.9% |
| YTD | +42.4% | -33.9% | +76.3% | +75.4% |
| 1Y | +92.1% | -19.9% | +112.0% | +110.5% |
| 3Y | +501.7% | -38.1% | +539.8% | +605.5% |
| 5Y | +171.4% | -52.0% | +223.4% | +269.3% |
| All | +171.4% | -51.8% | +223.2% | +269.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling