+367.0%
ORCL vs NTRA
+1,723.2%
-1,356.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | +10.0% | +19.5% | -9.5% | +7.9% |
| 3M | -32.6% | +47.8% | -80.3% | -35.2% |
| 6M | +4.9% | +61.6% | -56.7% | -0.3% |
| YTD | -17.8% | +43.3% | -61.0% | -21.0% |
| 1Y | -28.0% | +97.0% | -125.0% | -32.9% |
| 3Y | +36.0% | +424.9% | -388.9% | +16.7% |
| 5Y | +88.7% | +165.2% | -76.5% | +64.2% |
| 10Y | +346.9% | +3,114.3% | -2,767.4% | +211.4% |
| All | +367.0% | +1,723.2% | -1,356.2% | +231.7% |
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