+1,723.2%
NTRA vs COO
+56.1%
+1,667.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +2.0% |
| 30D | +19.5% | -7.0% | +26.5% | +25.1% |
| 3M | +47.8% | +12.2% | +35.6% | +35.7% |
| 6M | +61.6% | -15.1% | +76.8% | +78.4% |
| YTD | +43.3% | -15.1% | +58.3% | +57.8% |
| 1Y | +97.0% | +2.3% | +94.7% | +90.2% |
| 3Y | +424.9% | -23.7% | +448.6% | +472.7% |
| 5Y | +165.2% | -38.9% | +204.1% | +240.0% |
| 10Y | +3,114.3% | +49.9% | +3,064.4% | +2,325.8% |
| All | +1,723.2% | +56.1% | +1,667.2% | +1,269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling