+502.5%
NTRA vs DBX
+27.0%
+475.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +0.2% | +2.1% | -1.9% | -0.1% |
| 30D | +4.1% | +5.7% | -1.6% | +3.2% |
| 3M | +50.0% | +31.8% | +18.2% | +43.4% |
| 6M | +67.3% | +37.5% | +29.8% | +57.1% |
| YTD | +43.6% | +27.9% | +15.7% | +37.3% |
| 1Y | +89.2% | +15.0% | +74.2% | +85.5% |
| 3Y | +502.5% | +27.2% | +475.4% | +424.1% |
| All | +502.5% | +27.0% | +475.5% | +424.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling