+502.5%
NTRA vs RMBS
+55.3%
+447.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +0.2% | +1.8% | -1.5% | -0.1% |
| 30D | +4.1% | -13.9% | +18.0% | +7.2% |
| 3M | +50.0% | -39.8% | +89.8% | +64.2% |
| 6M | +67.3% | -6.0% | +73.3% | +59.7% |
| YTD | +43.6% | -5.4% | +48.9% | +33.8% |
| 1Y | +89.2% | -1.8% | +91.1% | +71.0% |
| 3Y | +502.5% | +53.7% | +448.9% | +324.9% |
| All | +502.5% | +55.3% | +447.2% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling