+41.9%
NTR vs RBA
+26.3%
+15.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | +21.7% | -13.0% | +34.7% | +23.6% |
| 3M | +22.8% | -23.1% | +45.9% | +25.9% |
| 6M | +8.2% | -22.6% | +30.8% | +10.9% |
| YTD | +32.9% | -20.4% | +53.3% | +35.0% |
| 1Y | +45.3% | -29.6% | +74.9% | +51.0% |
| All | +41.9% | +26.3% | +15.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling