+44.7%
NTR vs RBA
+63.1%
-18.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.3% | +1.7% | -2.1% | -0.5% |
| 30D | +2.0% | +8.3% | -6.4% | +1.2% |
| 3M | +6.4% | +10.5% | -4.1% | +5.3% |
| 6M | +1.6% | -5.9% | +7.5% | +1.6% |
| YTD | +18.2% | -6.9% | +25.1% | +18.0% |
| 1Y | +23.9% | -4.9% | +28.8% | +23.2% |
| 3Y | +44.7% | +64.5% | -19.8% | +24.6% |
| All | +44.7% | +63.1% | -18.5% | +24.6% |
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