+1,299.8%
URI vs NTRA
+1,672.7%
-373.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +6.7% | +2.7% | +4.0% | +6.3% |
| 30D | +8.9% | -19.2% | +28.0% | +12.7% |
| 3M | +0.5% | +2.7% | -2.1% | -0.5% |
| 6M | +20.7% | +63.4% | -42.7% | +9.1% |
| YTD | +40.0% | +39.3% | +0.8% | +28.9% |
| 1Y | +34.4% | +59.0% | -24.6% | +20.7% |
| 3Y | +149.5% | +557.4% | -407.9% | +69.6% |
| 5Y | +205.6% | +177.4% | +28.2% | +125.3% |
| 10Y | +1,183.1% | +2,761.8% | -1,578.7% | +479.5% |
| All | +1,299.8% | +1,672.7% | -373.0% | +535.0% |
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 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