+97.0%
NTRA vs DKS
-32.3%
+129.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +19.5% | -30.5% | +50.0% | +24.1% |
| 3M | +47.8% | -35.7% | +83.5% | +54.6% |
| 6M | +61.6% | -29.7% | +91.3% | +67.3% |
| YTD | +43.3% | -28.9% | +72.1% | +47.4% |
| 1Y | +97.0% | -35.9% | +132.9% | +105.5% |
| All | +97.0% | -32.3% | +129.3% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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