-28.3%
ON vs NTRA
+502.5%
-530.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.8% |
| 7D | -4.7% | -0.5% | -4.3% | -4.6% |
| 30D | -13.5% | +4.3% | -17.8% | -14.6% |
| 3M | -36.3% | +50.6% | -86.9% | -44.3% |
| 6M | +17.8% | +63.9% | -46.2% | -2.0% |
| YTD | +29.6% | +42.4% | -12.8% | +12.8% |
| 1Y | +45.8% | +92.1% | -46.3% | +12.3% |
| All | -28.3% | +502.5% | -530.8% | -62.6% |
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 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