+502.5%
NTRA vs RIO
+88.2%
+414.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +1.3% |
| 30D | +4.1% | +0.9% | +3.2% | +3.8% |
| 3M | +50.0% | -1.4% | +51.5% | +50.4% |
| 6M | +67.3% | +10.9% | +56.4% | +60.1% |
| YTD | +43.6% | +31.2% | +12.4% | +29.3% |
| 1Y | +89.2% | +67.9% | +21.3% | +56.7% |
| 3Y | +502.5% | +88.8% | +413.8% | +351.5% |
| All | +502.5% | +88.2% | +414.4% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling