+1,727.4%
NTRA vs RMBS
+492.8%
+1,234.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | +0.2% | +1.8% | -1.5% | -0.4% |
| 30D | +4.1% | -13.9% | +18.0% | +9.3% |
| 3M | +50.0% | -39.8% | +89.8% | +74.3% |
| 6M | +67.3% | -6.0% | +73.3% | +56.2% |
| YTD | +43.6% | -5.4% | +48.9% | +29.2% |
| 1Y | +89.2% | -1.8% | +91.1% | +62.7% |
| 3Y | +502.5% | +53.7% | +448.9% | +274.5% |
| 5Y | +173.8% | +268.5% | -94.8% | +1.3% |
| 10Y | +3,189.3% | +563.9% | +2,625.4% | +752.0% |
| All | +1,727.4% | +492.8% | +1,234.5% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling