-42.2%
RIG vs NTRA
+3,199.2%
-3,241.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -0.5% | +4.1% | -4.6% | -1.2% |
| 3M | -6.0% | +50.0% | -56.0% | -12.8% |
| 6M | -10.1% | +67.3% | -77.4% | -19.0% |
| YTD | +37.3% | +43.6% | -6.3% | +26.7% |
| 1Y | +73.9% | +89.2% | -15.3% | +52.7% |
| 3Y | -30.2% | +502.5% | -532.7% | -51.4% |
| 5Y | +62.5% | +173.8% | -111.3% | +20.4% |
| All | -42.2% | +3,199.2% | -3,241.4% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling