+33.3%
ORCL vs NTRA
+484.0%
-450.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +15.0% | +1.1% | +13.9% | +14.7% |
| 30D | +10.5% | +0.6% | +9.9% | +10.4% |
| 3M | -23.0% | +51.8% | -74.9% | -30.9% |
| 6M | +7.0% | +63.6% | -56.6% | -6.3% |
| YTD | -15.8% | +41.5% | -57.3% | -24.0% |
| 1Y | -31.1% | +93.6% | -124.7% | -42.2% |
| 3Y | +33.3% | +498.0% | -464.8% | -4.4% |
| All | +33.3% | +484.0% | -450.8% | -4.4% |
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 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