+137.9%
SLB vs NTRA
+174.5%
-36.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -1.9% | +1.6% | -3.4% | -2.0% |
| 30D | +7.8% | +3.8% | +4.0% | +7.5% |
| 3M | +2.7% | +48.2% | -45.6% | -0.9% |
| 6M | +22.2% | +61.0% | -38.8% | +16.6% |
| YTD | +51.1% | +44.2% | +6.9% | +45.3% |
| 1Y | +63.3% | +87.3% | -23.9% | +53.1% |
| 3Y | +2.4% | +509.4% | -507.0% | -14.3% |
| All | +137.9% | +174.5% | -36.6% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling