+99.0%
NTRA vs RBA
-2.0%
+101.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -7.9% | +12.7% | -20.5% | -10.4% |
| 30D | -8.1% | +15.5% | -23.7% | -11.4% |
| 3M | +42.1% | -14.0% | +56.1% | +46.5% |
| 6M | +84.8% | -8.8% | +93.7% | +85.8% |
| YTD | +70.7% | -6.9% | +77.6% | +72.7% |
| 1Y | +99.0% | -3.0% | +102.0% | +103.0% |
| All | +99.0% | -2.0% | +101.0% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling