+173.5%
NTRA vs DTE
+30.3%
+143.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +0.2% | -2.6% | +2.8% | +0.8% |
| 30D | +4.1% | -4.4% | +8.5% | +5.1% |
| 3M | +50.0% | -8.3% | +58.4% | +52.8% |
| 6M | +67.3% | -8.1% | +75.4% | +70.3% |
| YTD | +43.6% | +4.4% | +39.2% | +41.8% |
| 1Y | +89.2% | +0.2% | +89.1% | +88.6% |
| 3Y | +502.5% | +42.6% | +459.9% | +426.1% |
| All | +173.5% | +30.3% | +143.2% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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