+89.2%
NTRA vs OSCR
+64.1%
+25.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.2% | +1.6% | -1.4% | -0.1% |
| 30D | +4.1% | +10.7% | -6.6% | +2.3% |
| 3M | +50.0% | +13.4% | +36.7% | +46.4% |
| 6M | +67.3% | +144.6% | -77.3% | +45.2% |
| YTD | +43.6% | +128.0% | -84.5% | +24.9% |
| 1Y | +89.2% | +68.7% | +20.6% | +65.1% |
| All | +89.2% | +64.1% | +25.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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