+1,727.4%
NTRA vs DGX
+303.3%
+1,424.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +4.1% | -1.2% | +5.3% | +4.9% |
| 3M | +50.0% | +15.8% | +34.3% | +35.8% |
| 6M | +67.3% | +18.2% | +49.1% | +49.6% |
| YTD | +43.6% | +37.2% | +6.4% | +15.5% |
| 1Y | +89.2% | +30.4% | +58.9% | +56.5% |
| 3Y | +502.5% | +96.7% | +405.8% | +261.9% |
| 5Y | +173.8% | +67.2% | +106.6% | +82.1% |
| 10Y | +3,189.3% | +253.9% | +2,935.4% | +1,059.9% |
| All | +1,727.4% | +303.3% | +1,424.1% | +476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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