+183.0%
NTRA vs DECK
+30.0%
+153.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +1.7% |
| 7D | -15.4% | +6.4% | -21.8% | -17.1% |
| 30D | -20.0% | +9.1% | -29.1% | -22.5% |
| 3M | -0.5% | -7.2% | +6.7% | +1.5% |
| 6M | +64.9% | -9.9% | +74.9% | +68.5% |
| YTD | +39.9% | -12.8% | +52.6% | +42.6% |
| 1Y | +60.5% | +10.6% | +49.9% | +49.1% |
| 3Y | +605.9% | -13.8% | +619.7% | +517.0% |
| 5Y | +183.0% | +27.6% | +155.4% | +97.9% |
| All | +183.0% | +30.0% | +153.0% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling