+99.0%
NTRA vs DG
+45.3%
+53.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -0.8% |
| 7D | -7.9% | +12.3% | -20.1% | -9.9% |
| 30D | -8.1% | +19.3% | -27.4% | -11.6% |
| 3M | +42.1% | +11.9% | +30.2% | +38.5% |
| 6M | +84.8% | +25.0% | +59.9% | +73.2% |
| YTD | +70.7% | +8.7% | +62.0% | +66.7% |
| 1Y | +99.0% | +44.7% | +54.4% | +93.8% |
| All | +99.0% | +45.3% | +53.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling