+54.2%
RGTI vs NTRA
+199.0%
-144.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | +0.5% | +0.2% | +0.2% | +0.3% |
| 30D | -17.1% | +4.1% | -21.2% | -18.4% |
| 3M | -26.0% | +50.0% | -76.0% | -37.6% |
| 6M | -9.9% | +67.3% | -77.2% | -28.0% |
| YTD | -31.1% | +43.6% | -74.6% | -41.5% |
| 1Y | -8.5% | +89.2% | -97.8% | -29.9% |
| 3Y | +652.2% | +502.5% | +149.7% | +306.4% |
| 5Y | +56.8% | +173.8% | -117.0% | -19.8% |
| All | +54.2% | +199.0% | -144.8% | -21.2% |
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