+328.9%
ORCL vs NTRA
+3,199.2%
-2,870.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -2.0% | +4.1% | -6.1% | -2.4% |
| 3M | -18.1% | +50.0% | -68.1% | -21.7% |
| 6M | -7.2% | +67.3% | -74.5% | -12.5% |
| YTD | -22.2% | +43.6% | -65.7% | -25.5% |
| 1Y | -50.6% | +89.2% | -139.9% | -54.0% |
| 3Y | +22.9% | +502.5% | -479.7% | +3.1% |
| 5Y | +79.3% | +173.8% | -94.5% | +54.0% |
| All | +328.9% | +3,199.2% | -2,870.3% | +182.4% |
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