+173.5%
NTRA vs DRI
+65.5%
+108.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | +0.2% | -3.2% | +3.5% | +1.9% |
| 30D | +4.1% | -7.8% | +11.9% | +8.2% |
| 3M | +50.0% | +0.4% | +49.7% | +48.6% |
| 6M | +67.3% | +4.8% | +62.5% | +61.5% |
| YTD | +43.6% | +16.7% | +26.9% | +29.4% |
| 1Y | +89.2% | +1.5% | +87.8% | +83.3% |
| 3Y | +502.5% | +56.3% | +446.3% | +316.0% |
| All | +173.5% | +65.5% | +108.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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