-6.6%
SLB vs NTRA
+1,723.2%
-1,729.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +15.8% | +19.5% | -3.7% | +13.0% |
| 3M | -0.3% | +47.8% | -48.1% | -5.6% |
| 6M | +21.3% | +61.6% | -40.3% | +13.1% |
| YTD | +52.3% | +43.3% | +9.0% | +43.8% |
| 1Y | +63.6% | +97.0% | -33.4% | +48.1% |
| 3Y | +3.8% | +424.9% | -421.2% | -18.8% |
| 5Y | +128.6% | +165.2% | -36.5% | +85.1% |
| 10Y | -3.1% | +3,114.3% | -3,117.4% | -45.6% |
| All | -6.6% | +1,723.2% | -1,729.9% | -46.8% |
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