+1,723.2%
NTRA vs ROP
+150.9%
+1,572.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +2.6% |
| 7D | +0.6% | -4.4% | +5.0% | +3.7% |
| 30D | +19.5% | +3.2% | +16.3% | +16.8% |
| 3M | +47.8% | +23.1% | +24.7% | +25.6% |
| 6M | +61.6% | +13.3% | +48.3% | +45.1% |
| YTD | +43.3% | -7.9% | +51.1% | +47.7% |
| 1Y | +97.0% | -22.1% | +119.1% | +129.1% |
| 3Y | +424.9% | -16.8% | +441.7% | +469.5% |
| 5Y | +165.2% | -13.5% | +178.7% | +175.8% |
| 10Y | +3,114.3% | +137.7% | +2,976.6% | +1,586.6% |
| All | +1,723.2% | +150.9% | +1,572.4% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling