+167.9%
NTRA vs DOC
-24.5%
+192.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.3% |
| 30D | +19.5% | -4.8% | +24.3% | +22.3% |
| 3M | +47.8% | +6.9% | +40.9% | +43.1% |
| 6M | +61.6% | +20.7% | +40.9% | +47.1% |
| YTD | +43.3% | +34.1% | +9.1% | +23.5% |
| 1Y | +97.0% | +22.6% | +74.4% | +76.7% |
| 3Y | +424.9% | +20.8% | +404.1% | +365.1% |
| All | +167.9% | -24.5% | +192.5% | +206.9% |
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