-74.2%
OPEN vs NTRA
+628.7%
-702.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -11.4% | +0.2% | -11.7% | -11.5% |
| 30D | -20.1% | +4.1% | -24.2% | -21.7% |
| 3M | -37.6% | +50.0% | -87.6% | -50.6% |
| 6M | -47.1% | +67.3% | -114.4% | -61.4% |
| YTD | -52.1% | +43.6% | -95.7% | -62.5% |
| 1Y | -73.5% | +89.2% | -162.7% | -82.2% |
| 3Y | -24.4% | +502.5% | -526.9% | -73.9% |
| 5Y | -85.1% | +173.8% | -258.9% | -93.0% |
| All | -74.2% | +628.7% | -702.9% | -90.3% |
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