+134.2%
RBRK vs NTRA
+267.3%
-133.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -10.4% | +4.1% | -14.5% | -12.0% |
| 3M | +21.3% | +50.0% | -28.8% | -0.2% |
| 6M | +50.6% | +67.3% | -16.7% | +16.2% |
| YTD | +13.3% | +43.6% | -30.3% | -6.4% |
| 1Y | +11.2% | +89.2% | -78.0% | -19.4% |
| All | +134.2% | +267.3% | -133.1% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling