+136.0%
O vs NTRA
+1,700.8%
-1,564.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.3% |
| 7D | -0.6% | +1.1% | -1.6% | -0.7% |
| 30D | -2.0% | +0.6% | -2.6% | -2.0% |
| 3M | +3.0% | +51.8% | -48.8% | -1.3% |
| 6M | -3.6% | +63.6% | -67.2% | -8.7% |
| YTD | +12.1% | +41.5% | -29.4% | +7.4% |
| 1Y | +8.9% | +93.6% | -84.8% | +1.0% |
| 3Y | +30.3% | +498.0% | -467.7% | +5.3% |
| 5Y | +13.7% | +172.5% | -158.7% | -4.5% |
| 10Y | +50.3% | +2,960.8% | -2,910.5% | -3.2% |
| All | +136.0% | +1,700.8% | -1,564.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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