+502.5%
NTRA vs DD
+41.1%
+461.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +0.2% | -3.5% | +3.7% | +1.2% |
| 30D | +4.1% | -11.7% | +15.8% | +7.8% |
| 3M | +50.0% | -9.2% | +59.3% | +53.6% |
| 6M | +67.3% | -7.2% | +74.5% | +68.8% |
| YTD | +43.6% | +6.6% | +37.0% | +37.0% |
| 1Y | +89.2% | +32.0% | +57.2% | +65.6% |
| 3Y | +502.5% | +42.1% | +460.4% | +391.6% |
| All | +502.5% | +41.1% | +461.4% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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