+183.1%
NTRA vs PL
+84.9%
+98.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | -9.3% | +9.9% | +2.2% |
| 30D | +19.5% | -18.9% | +38.4% | +24.0% |
| 3M | +47.8% | -58.4% | +106.1% | +69.5% |
| 6M | +61.6% | -30.3% | +91.9% | +63.1% |
| YTD | +43.3% | -8.1% | +51.4% | +35.4% |
| 1Y | +97.0% | +180.5% | -83.5% | +40.0% |
| 3Y | +424.9% | +444.1% | -19.2% | +176.4% |
| 5Y | +165.2% | +83.0% | +82.1% | +69.6% |
| All | +183.1% | +84.9% | +98.2% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling