+171.4%
NTRA vs ROP
-16.6%
+188.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -0.5% | -8.0% | +7.5% | +3.9% |
| 30D | +4.3% | -2.7% | +7.0% | +5.6% |
| 3M | +50.6% | +16.6% | +34.0% | +36.3% |
| 6M | +63.9% | +10.4% | +53.6% | +52.9% |
| YTD | +42.4% | -12.1% | +54.4% | +52.3% |
| 1Y | +92.1% | -23.6% | +115.7% | +125.3% |
| 3Y | +501.7% | -19.3% | +521.1% | +558.4% |
| 5Y | +171.4% | -15.4% | +186.8% | +167.7% |
| All | +171.4% | -16.6% | +188.0% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling