+1,660.3%
PLTR vs NTRA
+353.9%
+1,306.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -2.2% | +4.1% | -6.3% | -4.0% |
| 3M | +27.6% | +50.0% | -22.5% | +6.6% |
| 6M | +10.3% | +67.3% | -57.0% | -12.8% |
| YTD | -5.9% | +43.6% | -49.5% | -20.8% |
| 1Y | +1.7% | +89.2% | -87.5% | -23.9% |
| 3Y | +959.1% | +502.5% | +456.5% | +372.9% |
| 5Y | +536.3% | +173.8% | +362.6% | +247.3% |
| All | +1,660.3% | +353.9% | +1,306.4% | +647.2% |
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