+49.8%
NTR vs RBA
+39.8%
+10.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +0.8% |
| 30D | +21.7% | -13.0% | +34.7% | +24.1% |
| 3M | +22.8% | -23.1% | +45.9% | +26.9% |
| 6M | +8.2% | -22.6% | +30.8% | +11.7% |
| YTD | +32.9% | -20.4% | +53.3% | +36.0% |
| 1Y | +45.3% | -29.6% | +74.9% | +52.0% |
| 3Y | +41.7% | +26.6% | +15.1% | +31.1% |
| 5Y | +49.8% | +38.2% | +11.6% | +29.9% |
| All | +49.8% | +39.8% | +10.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling