+1,735.1%
NTRA vs DD
+78.6%
+1,656.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.0% |
| 7D | +1.6% | -3.8% | +5.4% | +3.2% |
| 30D | +3.8% | -9.2% | +13.0% | +8.0% |
| 3M | +48.2% | -9.0% | +57.2% | +53.4% |
| 6M | +61.0% | -5.0% | +65.9% | +61.9% |
| YTD | +44.2% | +7.4% | +36.8% | +36.4% |
| 1Y | +87.3% | +35.1% | +52.2% | +58.8% |
| 3Y | +509.4% | +43.2% | +466.2% | +387.7% |
| 5Y | +175.1% | +59.6% | +115.5% | +105.4% |
| 10Y | +3,203.1% | +66.5% | +3,136.6% | +2,130.2% |
| All | +1,735.1% | +78.6% | +1,656.4% | +1,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling