-16.1%
SLB vs NTRA
+1,672.7%
-1,688.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +3.5% | +2.7% | +0.8% | +3.2% |
| 30D | +6.5% | -19.2% | +25.7% | +8.9% |
| 3M | -0.2% | +2.7% | -2.9% | -0.9% |
| 6M | -5.7% | +63.4% | -69.1% | -12.2% |
| YTD | +36.8% | +39.3% | -2.4% | +29.2% |
| 1Y | +45.8% | +59.0% | -13.2% | +35.2% |
| 3Y | +3.4% | +557.4% | -554.0% | -21.4% |
| 5Y | +76.1% | +177.4% | -101.2% | +41.4% |
| 10Y | -13.0% | +2,761.8% | -2,774.8% | -50.9% |
| All | -16.1% | +1,672.7% | -1,688.8% | -52.2% |
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