+166.0%
NTRA vs DOC
-21.4%
+187.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.7% | -15.3% | -14.9% |
| 7D | -25.0% | +6.5% | -31.5% | -27.2% |
| 30D | -21.5% | +9.2% | -30.6% | -24.8% |
| 3M | +17.1% | -2.5% | +19.6% | +18.0% |
| 6M | +44.4% | +7.1% | +37.4% | +39.0% |
| YTD | +35.6% | +33.0% | +2.6% | +16.6% |
| 1Y | +56.5% | +23.3% | +33.3% | +39.5% |
| 3Y | +620.8% | +44.9% | +575.9% | +458.8% |
| All | +166.0% | -21.4% | +187.5% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling