+3,059.8%
NTRA vs ROP
+135.6%
+2,924.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | -4.6% | +4.8% | +3.6% |
| 30D | +4.1% | -1.7% | +5.8% | +5.1% |
| 3M | +50.0% | +17.1% | +33.0% | +31.1% |
| 6M | +67.3% | +10.9% | +56.4% | +51.7% |
| YTD | +43.6% | -12.1% | +55.7% | +53.3% |
| 1Y | +89.2% | -24.2% | +113.5% | +125.9% |
| 3Y | +502.5% | -20.4% | +522.9% | +574.8% |
| 5Y | +173.8% | -15.4% | +189.1% | +187.5% |
| All | +3,059.8% | +135.6% | +2,924.1% | +1,206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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