+202.6%
NTRA vs OSCR
-9.0%
+211.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +50.0% | +13.4% | +36.7% | +45.9% |
| 6M | +67.3% | +144.6% | -77.3% | +40.8% |
| YTD | +43.6% | +128.0% | -84.5% | +21.7% |
| 1Y | +89.2% | +68.7% | +20.6% | +66.1% |
| 3Y | +502.5% | +398.8% | +103.8% | +280.4% |
| 5Y | +173.8% | +87.3% | +86.5% | +81.7% |
| All | +202.6% | -9.0% | +211.6% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling