+10.5%
OMC vs NTRA
+507.7%
-497.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -7.6% | +4.1% | -11.7% | -8.0% |
| 3M | +4.5% | +50.0% | -45.5% | +0.4% |
| 6M | -0.3% | +67.3% | -67.6% | -5.7% |
| YTD | -0.1% | +43.6% | -43.7% | -4.3% |
| 1Y | +4.6% | +89.2% | -84.6% | -2.9% |
| 3Y | +10.5% | +502.5% | -492.1% | -10.0% |
| All | +10.5% | +507.7% | -497.2% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling