+3,325.8%
NTRA vs DBX
+20.9%
+3,305.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -0.5% | -1.8% | +1.4% | +0.3% |
| 30D | +4.3% | +2.8% | +1.4% | +2.6% |
| 3M | +50.6% | +26.8% | +23.9% | +34.1% |
| 6M | +63.9% | +32.8% | +31.2% | +39.0% |
| YTD | +42.4% | +26.1% | +16.3% | +23.5% |
| 1Y | +92.1% | +14.1% | +78.0% | +73.4% |
| 3Y | +501.7% | +25.7% | +476.0% | +389.9% |
| 5Y | +171.4% | +11.2% | +160.3% | +129.6% |
| All | +3,325.8% | +20.9% | +3,305.0% | +2,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling