+1,727.4%
NTRA vs RSG
+583.4%
+1,144.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +4.1% | +4.0% | +0.1% | +1.5% |
| 3M | +50.0% | +7.4% | +42.7% | +42.8% |
| 6M | +67.3% | +0.1% | +67.2% | +65.7% |
| YTD | +43.6% | +6.0% | +37.6% | +36.3% |
| 1Y | +89.2% | -3.0% | +92.2% | +90.0% |
| 3Y | +502.5% | +56.5% | +446.1% | +324.8% |
| 5Y | +173.8% | +90.9% | +82.8% | +64.4% |
| 10Y | +3,189.3% | +428.7% | +2,760.6% | +991.1% |
| All | +1,727.4% | +583.4% | +1,144.0% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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