+65.2%
OMC vs NTRA
+1,711.9%
-1,646.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | -6.2% | -0.5% | -5.8% | -6.2% |
| 30D | -7.6% | +4.3% | -11.9% | -7.8% |
| 3M | +7.4% | +50.6% | -43.2% | +4.3% |
| 6M | +0.1% | +63.9% | -63.8% | -3.6% |
| YTD | +0.4% | +42.4% | -41.9% | -2.5% |
| 1Y | +7.8% | +92.1% | -84.3% | +2.4% |
| 3Y | +11.8% | +501.7% | -489.9% | -2.1% |
| 5Y | +32.5% | +171.4% | -139.0% | +17.7% |
| 10Y | +34.2% | +3,161.4% | -3,127.2% | -1.2% |
| All | +65.2% | +1,711.9% | -1,646.7% | +24.6% |
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