+222.8%
XOM vs NTRA
+1,711.9%
-1,489.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.9% | -0.5% | +2.3% | +1.9% |
| 30D | +4.1% | +4.3% | -0.2% | +3.7% |
| 3M | +10.4% | +50.6% | -40.2% | +7.0% |
| 6M | +13.0% | +63.9% | -50.9% | +8.4% |
| YTD | +40.1% | +42.4% | -2.3% | +35.5% |
| 1Y | +51.1% | +92.1% | -41.0% | +42.6% |
| 3Y | +57.7% | +501.7% | -444.0% | +33.4% |
| 5Y | +264.7% | +171.4% | +93.3% | +215.6% |
| 10Y | +193.1% | +3,161.4% | -2,968.3% | +99.6% |
| All | +222.8% | +1,711.9% | -1,489.0% | +124.2% |
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