+1,735.1%
NTRA vs RJF
+412.6%
+1,322.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +3.8% | -2.0% | +5.8% | +4.5% |
| 3M | +48.2% | +16.3% | +31.9% | +37.8% |
| 6M | +61.0% | +16.9% | +44.0% | +49.0% |
| YTD | +44.2% | +10.4% | +33.7% | +36.0% |
| 1Y | +87.3% | +7.4% | +79.9% | +78.6% |
| 3Y | +509.4% | +72.2% | +437.2% | +363.0% |
| 5Y | +175.1% | +105.1% | +70.0% | +91.1% |
| 10Y | +3,203.1% | +430.9% | +2,772.2% | +1,341.4% |
| All | +1,735.1% | +412.6% | +1,322.4% | +732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling