+198.1%
SHEL vs NTRA
+1,711.9%
-1,513.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +7.0% | +4.3% | +2.7% | +6.5% |
| 3M | +12.5% | +50.6% | -38.1% | +8.0% |
| 6M | +14.8% | +63.9% | -49.2% | +8.9% |
| YTD | +34.2% | +42.4% | -8.2% | +28.7% |
| 1Y | +37.0% | +92.1% | -55.1% | +27.6% |
| 3Y | +70.9% | +501.7% | -430.9% | +40.0% |
| 5Y | +192.5% | +171.4% | +21.1% | +149.3% |
| 10Y | +208.5% | +3,161.4% | -2,952.9% | +95.8% |
| All | +198.1% | +1,711.9% | -1,513.8% | +92.3% |
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