+89.2%
NTRA vs RJF
+5.1%
+84.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | +4.1% | -4.3% | +8.4% | +4.8% |
| 3M | +50.0% | +15.7% | +34.3% | +44.1% |
| 6M | +67.3% | +17.8% | +49.5% | +59.0% |
| YTD | +43.6% | +9.2% | +34.4% | +36.7% |
| 1Y | +89.2% | +2.8% | +86.5% | +86.4% |
| All | +89.2% | +5.1% | +84.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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