+3,059.8%
NTRA vs DKS
+206.3%
+2,853.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.2% |
| 7D | +0.2% | -2.0% | +2.3% | +0.7% |
| 30D | +4.1% | -32.7% | +36.8% | +13.2% |
| 3M | +50.0% | -38.8% | +88.8% | +67.1% |
| 6M | +67.3% | -29.4% | +96.7% | +78.5% |
| YTD | +43.6% | -30.3% | +73.9% | +53.1% |
| 1Y | +89.2% | -39.6% | +128.8% | +108.9% |
| 3Y | +502.5% | +32.2% | +470.4% | +412.2% |
| 5Y | +173.8% | +15.1% | +158.7% | +127.8% |
| All | +3,059.8% | +206.3% | +2,853.4% | +1,445.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling