+1,735.1%
NTRA vs RIO
+483.4%
+1,251.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +3.8% | +4.0% | -0.3% | +2.1% |
| 3M | +48.2% | +4.5% | +43.7% | +45.2% |
| 6M | +61.0% | +17.3% | +43.6% | +49.7% |
| YTD | +44.2% | +36.2% | +8.0% | +25.7% |
| 1Y | +87.3% | +76.1% | +11.1% | +46.6% |
| 3Y | +509.4% | +102.5% | +406.9% | +341.4% |
| 5Y | +175.1% | +103.5% | +71.6% | +93.8% |
| 10Y | +3,203.1% | +619.2% | +2,583.9% | +1,375.3% |
| All | +1,735.1% | +483.4% | +1,251.7% | +762.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling