+175.1%
NTRA vs RBA
+39.8%
+135.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | +3.8% | -13.0% | +16.7% | +8.7% |
| 3M | +48.2% | -23.1% | +71.3% | +60.8% |
| 6M | +61.0% | -22.6% | +83.5% | +74.0% |
| YTD | +44.2% | -20.4% | +64.6% | +53.4% |
| 1Y | +87.3% | -29.6% | +116.9% | +108.1% |
| 3Y | +509.4% | +26.6% | +482.9% | +443.5% |
| 5Y | +175.1% | +38.2% | +136.9% | +124.0% |
| All | +175.1% | +39.8% | +135.3% | +124.0% |
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 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