+494.0%
NTRA vs PR
+82.3%
+411.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.6% | +2.9% | -2.3% | +0.1% |
| 30D | +19.5% | +18.0% | +1.5% | +16.2% |
| 3M | +47.8% | +16.9% | +30.9% | +43.7% |
| 6M | +61.6% | +28.2% | +33.4% | +52.3% |
| YTD | +43.3% | +69.3% | -26.1% | +24.8% |
| 1Y | +97.0% | +69.5% | +27.5% | +70.8% |
| All | +494.0% | +82.3% | +411.7% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling