+275.9%
QCOM vs NTRA
+1,672.7%
-1,396.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +4.3% | +2.7% | +1.6% | +3.8% |
| 30D | -0.1% | -19.2% | +19.1% | +3.6% |
| 3M | +5.2% | +2.7% | +2.6% | +4.3% |
| 6M | -18.4% | +63.4% | -81.7% | -26.1% |
| YTD | +2.4% | +39.3% | -36.9% | -5.4% |
| 1Y | +0.9% | +59.0% | -58.1% | -9.2% |
| 3Y | +48.4% | +557.4% | -509.0% | +2.6% |
| 5Y | +16.6% | +177.4% | -160.8% | -13.5% |
| 10Y | +237.8% | +2,761.8% | -2,524.0% | +77.0% |
| All | +275.9% | +1,672.7% | -1,396.8% | +94.6% |
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