+171.4%
NTRA vs RL
+223.8%
-52.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | +4.3% | -15.3% | +19.6% | +11.5% |
| 3M | +50.6% | -10.3% | +61.0% | +56.3% |
| 6M | +63.9% | -2.2% | +66.2% | +61.8% |
| YTD | +42.4% | -4.3% | +46.7% | +41.5% |
| 1Y | +92.1% | +8.9% | +83.2% | +79.3% |
| 3Y | +501.7% | +201.4% | +300.3% | +228.7% |
| 5Y | +171.4% | +230.6% | -59.1% | +45.0% |
| All | +171.4% | +223.8% | -52.3% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling