+1,154.8%
URI vs NTRA
+1,723.2%
-568.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -12.9% | +19.5% | -32.4% | -16.1% |
| 3M | -6.7% | +47.8% | -54.5% | -13.6% |
| 6M | +19.0% | +61.6% | -42.6% | +7.6% |
| YTD | +25.5% | +43.3% | -17.7% | +15.6% |
| 1Y | +5.5% | +97.0% | -91.5% | -8.6% |
| 3Y | +111.3% | +424.9% | -313.6% | +49.6% |
| 5Y | +198.6% | +165.2% | +33.4% | +122.5% |
| 10Y | +1,179.9% | +3,114.3% | -1,934.4% | +468.9% |
| All | +1,154.8% | +1,723.2% | -568.4% | +469.3% |
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