+1,727.4%
NTRA vs COPX
+431.4%
+1,296.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -2.3% | +2.6% | +1.1% |
| 30D | +4.1% | +0.3% | +3.8% | +3.7% |
| 3M | +50.0% | +6.8% | +43.2% | +43.8% |
| 6M | +67.3% | +7.9% | +59.4% | +56.7% |
| YTD | +43.6% | +23.7% | +19.8% | +23.9% |
| 1Y | +89.2% | +71.5% | +17.7% | +38.0% |
| 3Y | +502.5% | +149.1% | +353.4% | +249.5% |
| 5Y | +173.8% | +167.3% | +6.4% | +50.1% |
| 10Y | +3,189.3% | +568.5% | +2,620.8% | +987.5% |
| All | +1,727.4% | +431.4% | +1,296.0% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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