+1,349.6%
NTRA vs REPL
-6.0%
+1,355.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.6% | -3.0% | +3.6% | +0.8% |
| 30D | +19.5% | +27.1% | -7.6% | +17.0% |
| 3M | +47.8% | +52.4% | -4.6% | +37.8% |
| 6M | +61.6% | +107.4% | -45.8% | +34.9% |
| YTD | +43.3% | +54.7% | -11.5% | +22.8% |
| 1Y | +97.0% | +158.9% | -61.8% | +51.5% |
| 3Y | +424.9% | -23.7% | +448.7% | +277.5% |
| 5Y | +165.2% | -54.3% | +219.5% | +100.0% |
| All | +1,349.6% | -6.0% | +1,355.6% | +764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling