+99.0%
NTRA vs RL
+34.3%
+64.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.3% |
| 7D | -7.9% | +5.8% | -13.6% | -9.0% |
| 30D | -8.1% | +12.7% | -20.9% | -10.4% |
| 3M | +42.1% | +9.3% | +32.8% | +39.1% |
| 6M | +84.8% | +16.9% | +67.9% | +76.5% |
| YTD | +70.7% | +17.5% | +53.2% | +60.5% |
| 1Y | +99.0% | +34.6% | +64.4% | +78.8% |
| All | +99.0% | +34.3% | +64.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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