+210.0%
SHEL vs NTRA
+3,199.2%
-2,989.2%
-67.2%
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% | +0.8% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | +8.4% | +4.1% | +4.3% | +7.9% |
| 3M | +13.7% | +50.0% | -36.3% | +8.8% |
| 6M | +12.7% | +67.3% | -54.6% | +6.2% |
| YTD | +35.3% | +43.6% | -8.3% | +29.2% |
| 1Y | +39.4% | +89.2% | -49.9% | +29.1% |
| 3Y | +71.5% | +502.5% | -431.1% | +37.6% |
| 5Y | +195.0% | +173.8% | +21.2% | +148.2% |
| All | +210.0% | +3,199.2% | -2,989.2% | +82.2% |
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