+6.4%
OXY vs NTRA
+3,199.2%
-3,192.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +5.5% | +4.1% | +1.3% | +4.9% |
| 3M | +11.3% | +50.0% | -38.7% | +5.6% |
| 6M | +11.6% | +67.3% | -55.7% | +3.7% |
| YTD | +51.6% | +43.6% | +8.0% | +43.1% |
| 1Y | +36.2% | +89.2% | -53.0% | +24.0% |
| 3Y | +1.7% | +502.5% | -500.8% | -21.8% |
| 5Y | +164.5% | +173.8% | -9.3% | +113.7% |
| All | +6.4% | +3,199.2% | -3,192.8% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling