-28.0%
ORCL vs NTRA
+96.0%
-124.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | +19.5% | -9.5% | +5.5% |
| 3M | -32.6% | +47.8% | -80.3% | -38.2% |
| 6M | +4.9% | +61.6% | -56.7% | -7.1% |
| YTD | -17.8% | +43.3% | -61.0% | -26.6% |
| 1Y | -28.0% | +97.0% | -125.0% | -27.1% |
| All | -28.0% | +96.0% | -124.0% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling