+270.0%
ORCL vs NTRA
+1,672.7%
-1,402.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +8.0% | +2.7% | +5.3% | +7.7% |
| 30D | -4.0% | -19.2% | +15.2% | -1.9% |
| 3M | -19.5% | +2.7% | -22.1% | -19.7% |
| 6M | -33.5% | +63.4% | -96.8% | -36.7% |
| YTD | -34.8% | +39.3% | -74.1% | -37.2% |
| 1Y | -41.6% | +59.0% | -100.6% | -44.4% |
| 3Y | +13.8% | +557.4% | -543.6% | -3.6% |
| 5Y | +43.4% | +177.4% | -134.0% | +24.6% |
| 10Y | +268.8% | +2,761.8% | -2,493.0% | +159.0% |
| All | +270.0% | +1,672.7% | -1,402.7% | +163.6% |
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