+11.6%
OXY vs NTRA
+1,711.9%
-1,700.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +1.4% | -0.5% | +1.8% | +1.4% |
| 30D | +4.0% | +4.3% | -0.3% | +3.5% |
| 3M | +7.6% | +50.6% | -43.0% | +2.5% |
| 6M | +16.2% | +63.9% | -47.7% | +8.9% |
| YTD | +50.8% | +42.4% | +8.5% | +43.2% |
| 1Y | +34.7% | +92.1% | -57.4% | +23.4% |
| 3Y | -1.0% | +501.7% | -502.8% | -22.1% |
| 5Y | +163.2% | +171.4% | -8.3% | +116.1% |
| 10Y | +5.5% | +3,161.4% | -3,155.9% | -35.5% |
| All | +11.6% | +1,711.9% | -1,700.3% | -32.6% |
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