+45.4%
ORCL vs NTRA
+185.4%
-140.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +10.4% | -11.2% | +21.6% | +12.2% |
| 30D | -11.2% | -18.4% | +7.1% | -8.4% |
| 3M | -16.8% | +2.2% | -19.0% | -17.0% |
| 6M | -31.5% | +58.1% | -89.6% | -35.9% |
| YTD | -33.9% | +41.0% | -74.9% | -37.5% |
| 1Y | -43.3% | +54.1% | -97.4% | -47.0% |
| 3Y | +16.5% | +590.9% | -574.5% | -5.5% |
| 5Y | +45.4% | +180.7% | -135.3% | +16.3% |
| All | +45.4% | +185.4% | -140.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling