+1,735.1%
NTRA vs DRI
+352.9%
+1,382.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +1.6% | -4.8% | +6.4% | +4.0% |
| 30D | +3.8% | -3.9% | +7.7% | +5.5% |
| 3M | +48.2% | +5.1% | +43.2% | +43.6% |
| 6M | +61.0% | +5.5% | +55.4% | +55.3% |
| YTD | +44.2% | +16.5% | +27.7% | +31.6% |
| 1Y | +87.3% | +2.0% | +85.3% | +81.1% |
| 3Y | +509.4% | +54.5% | +454.9% | +364.7% |
| 5Y | +175.1% | +66.6% | +108.5% | +100.8% |
| 10Y | +3,203.1% | +353.6% | +2,849.5% | +1,181.1% |
| All | +1,735.1% | +352.9% | +1,382.1% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling