+629.3%
ON vs NTRA
+3,199.2%
-2,569.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.7% | +8.3% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | -8.6% | +4.1% | -12.7% | -9.7% |
| 3M | -34.3% | +50.0% | -84.4% | -42.4% |
| 6M | +28.5% | +67.3% | -38.8% | +7.5% |
| YTD | +40.6% | +43.6% | -3.0% | +22.4% |
| 1Y | +55.3% | +89.2% | -33.9% | +24.1% |
| 3Y | -22.2% | +502.5% | -524.7% | -57.2% |
| 5Y | +62.4% | +173.8% | -111.4% | +1.3% |
| All | +629.3% | +3,199.2% | -2,569.9% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling