+44.4%
NTRA vs PL
-66.1%
+110.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +10.4% | -25.0% | -15.5% |
| 7D | -25.0% | -6.8% | -18.2% | -24.1% |
| 30D | -21.5% | -29.3% | +7.8% | -18.4% |
| 3M | +17.1% | -44.8% | +61.8% | +23.9% |
| 6M | +44.4% | -68.4% | +112.8% | +55.4% |
| All | +44.4% | -66.1% | +110.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling