+2,650.8%
NTRA vs RL
+337.1%
+2,313.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | -19.2% | +2.9% | -22.1% | -19.8% |
| 3M | +2.7% | 0.0% | +2.7% | +2.5% |
| 6M | +63.4% | +17.1% | +46.3% | +54.5% |
| YTD | +39.3% | +10.1% | +29.2% | +33.5% |
| 1Y | +59.0% | +17.3% | +41.7% | +49.4% |
| 3Y | +557.4% | +249.3% | +308.0% | +341.9% |
| 5Y | +177.4% | +240.9% | -63.5% | +83.6% |
| All | +2,650.8% | +337.1% | +2,313.7% | +1,724.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling