+87.6%
NTRA vs REPL
+124.4%
-36.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.4% | +7.1% | -1.2% |
| 7D | -0.5% | -13.4% | +12.9% | -0.3% |
| 30D | +4.3% | -3.0% | +7.3% | +4.3% |
| 3M | +50.6% | +56.3% | -5.7% | +49.1% |
| 6M | +63.9% | +60.9% | +3.1% | +61.2% |
| YTD | +42.4% | +36.2% | +6.1% | +40.2% |
| All | +87.6% | +124.4% | -36.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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