+1,735.1%
NTRA vs DG
+84.8%
+1,650.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.5% |
| 7D | +1.6% | -4.8% | +6.4% | +2.7% |
| 30D | +3.8% | +1.8% | +2.0% | +3.2% |
| 3M | +48.2% | +14.5% | +33.8% | +43.1% |
| 6M | +61.0% | -13.6% | +74.5% | +65.1% |
| YTD | +44.2% | -4.8% | +49.0% | +44.7% |
| 1Y | +87.3% | +21.6% | +65.7% | +77.3% |
| 3Y | +509.4% | +4.5% | +505.0% | +475.1% |
| 5Y | +175.1% | -38.5% | +213.6% | +196.4% |
| 10Y | +3,203.1% | +102.2% | +3,100.9% | +2,297.7% |
| All | +1,735.1% | +84.8% | +1,650.2% | +1,320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling