+99.0%
NTRA vs DVA
+62.2%
+36.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.1% | +0.7% |
| 7D | -7.9% | +4.7% | -12.6% | -7.8% |
| 30D | -8.1% | +7.8% | -15.9% | -7.9% |
| 3M | +42.1% | -15.5% | +57.6% | +40.9% |
| 6M | +84.8% | +25.0% | +59.8% | +88.2% |
| YTD | +70.7% | +69.6% | +1.1% | +81.5% |
| 1Y | +99.0% | +60.6% | +38.5% | +111.0% |
| All | +99.0% | +62.2% | +36.9% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling