+1,723.2%
NTRA vs RL
+226.5%
+1,496.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +19.5% | -7.8% | +27.3% | +22.0% |
| 3M | +47.8% | -4.0% | +51.8% | +48.8% |
| 6M | +61.6% | -1.9% | +63.5% | +60.6% |
| YTD | +43.3% | -0.2% | +43.4% | +41.6% |
| 1Y | +97.0% | +10.7% | +86.4% | +88.7% |
| 3Y | +424.9% | +210.8% | +214.2% | +274.4% |
| 5Y | +165.2% | +238.2% | -73.1% | +82.7% |
| 10Y | +3,114.3% | +313.4% | +2,800.9% | +2,017.6% |
| All | +1,723.2% | +226.5% | +1,496.7% | +1,119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling