+502.5%
NTRA vs RJF
+69.0%
+433.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | +4.1% | -4.3% | +8.4% | +5.7% |
| 3M | +50.0% | +15.7% | +34.3% | +40.3% |
| 6M | +67.3% | +17.8% | +49.5% | +54.9% |
| YTD | +43.6% | +9.2% | +34.4% | +36.2% |
| 1Y | +89.2% | +2.8% | +86.5% | +84.5% |
| 3Y | +502.5% | +69.5% | +433.1% | +345.0% |
| All | +502.5% | +69.0% | +433.5% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling