+1,920.9%
NTRA vs DOC
+11.5%
+1,909.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.7% | -6.9% |
| 7D | -16.6% | +6.2% | -22.8% | -18.7% |
| 30D | -9.2% | +6.5% | -15.7% | -11.8% |
| 3M | +32.5% | -6.2% | +38.7% | +35.6% |
| 6M | +75.9% | +25.6% | +50.3% | +58.0% |
| YTD | +58.8% | +32.1% | +26.7% | +39.3% |
| 1Y | +82.0% | +20.3% | +61.7% | +65.7% |
| 3Y | +751.1% | +42.7% | +708.4% | +603.0% |
| 5Y | +213.7% | -22.2% | +235.8% | +235.5% |
| 10Y | +4,204.9% | +16.5% | +4,188.3% | +3,909.7% |
| All | +1,920.9% | +11.5% | +1,909.4% | +1,642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling