+267.8%
QCOM vs NTRA
+1,723.2%
-1,455.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.7% | +19.5% | -11.8% | +4.0% |
| 3M | -30.1% | +47.8% | -77.8% | -35.2% |
| 6M | +22.8% | +61.6% | -38.8% | +11.1% |
| YTD | +0.2% | +43.3% | -43.1% | -7.6% |
| 1Y | +7.9% | +97.0% | -89.2% | -6.4% |
| 3Y | +55.8% | +424.9% | -369.1% | +11.8% |
| 5Y | +30.1% | +165.2% | -135.1% | -2.7% |
| 10Y | +248.9% | +3,114.3% | -2,865.4% | +81.5% |
| All | +267.8% | +1,723.2% | -1,455.5% | +90.2% |
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 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