+275.2%
ORCL vs NTRA
+1,694.1%
-1,418.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +10.4% | -11.2% | +21.6% | +11.6% |
| 30D | -11.2% | -18.4% | +7.1% | -9.4% |
| 3M | -16.8% | +2.2% | -19.0% | -16.9% |
| 6M | -31.5% | +58.1% | -89.6% | -34.6% |
| YTD | -33.9% | +41.0% | -74.9% | -36.4% |
| 1Y | -43.3% | +54.1% | -97.4% | -45.9% |
| 3Y | +16.5% | +590.9% | -574.5% | -1.7% |
| 5Y | +45.4% | +180.7% | -135.3% | +26.2% |
| 10Y | +274.0% | +2,796.3% | -2,522.3% | +162.3% |
| All | +275.2% | +1,694.1% | -1,418.9% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling