-5.9%
SLB vs NTRA
+3,171.2%
-3,177.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | -2.4% | -0.5% | -2.0% | -2.4% |
| 30D | +4.9% | +4.3% | +0.6% | +4.3% |
| 3M | +1.4% | +50.6% | -49.2% | -4.5% |
| 6M | +17.6% | +63.9% | -46.3% | +8.9% |
| YTD | +48.3% | +42.4% | +6.0% | +39.5% |
| 1Y | +58.7% | +92.1% | -33.4% | +43.0% |
| 3Y | +0.6% | +501.7% | -501.2% | -24.5% |
| 5Y | +133.6% | +171.4% | -37.9% | +85.7% |
| All | -5.9% | +3,171.2% | -3,177.1% | -51.0% |
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