+3,351.9%
NTRA vs DECK
+874.1%
+2,477.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.2% | -13.4% | -14.1% |
| 7D | -25.0% | +5.8% | -30.8% | -26.7% |
| 30D | -21.5% | +7.9% | -29.3% | -23.9% |
| 3M | +17.1% | -11.4% | +28.5% | +21.7% |
| 6M | +44.4% | -16.6% | +61.0% | +52.4% |
| YTD | +35.6% | -16.4% | +52.0% | +40.6% |
| 1Y | +56.5% | +8.6% | +47.9% | +45.2% |
| 3Y | +620.8% | -15.1% | +635.9% | +558.7% |
| 5Y | +167.9% | +22.9% | +145.0% | +93.4% |
| All | +3,351.9% | +874.1% | +2,477.8% | +1,011.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling