+213.7%
NTRA vs DECK
+25.8%
+187.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.4% | -6.5% |
| 7D | -16.6% | +6.0% | -22.6% | -18.3% |
| 30D | -9.2% | +7.4% | -16.7% | -11.6% |
| 3M | +32.5% | -11.7% | +44.1% | +37.2% |
| 6M | +75.9% | -11.0% | +86.9% | +80.4% |
| YTD | +58.8% | -15.4% | +74.2% | +63.4% |
| 1Y | +82.0% | +7.2% | +74.7% | +70.6% |
| 3Y | +751.1% | -11.8% | +762.9% | +629.8% |
| 5Y | +213.7% | +24.3% | +189.3% | +106.3% |
| All | +213.7% | +25.8% | +187.9% | +106.3% |
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