-34.5%
RBLX vs NTRA
+238.0%
-272.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +5.1% | +0.2% | +4.8% | +4.9% |
| 30D | +28.0% | +4.1% | +23.9% | +25.8% |
| 3M | +4.6% | +50.0% | -45.4% | -11.3% |
| 6M | -24.7% | +67.3% | -92.0% | -39.1% |
| YTD | -43.8% | +43.6% | -87.4% | -52.2% |
| 1Y | -65.8% | +89.2% | -155.0% | -73.9% |
| 3Y | +59.4% | +502.5% | -443.2% | -30.7% |
| 5Y | -48.2% | +173.8% | -222.0% | -74.0% |
| All | -34.5% | +238.0% | -272.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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