+513.5%
ON vs NTRA
+1,735.1%
-1,221.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | -11.0% | +3.8% | -14.8% | -12.0% |
| 3M | -39.3% | +48.2% | -87.6% | -45.9% |
| 6M | +19.8% | +61.0% | -41.1% | +3.0% |
| YTD | +31.1% | +44.2% | -13.1% | +15.5% |
| 1Y | +46.0% | +87.3% | -41.3% | +19.5% |
| 3Y | -27.5% | +509.4% | -536.9% | -57.7% |
| 5Y | +56.9% | +175.1% | -118.2% | +2.1% |
| 10Y | +591.8% | +3,203.1% | -2,611.3% | +163.2% |
| All | +513.5% | +1,735.1% | -1,221.6% | +135.9% |
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