-62.6%
RIG vs NTRA
+1,711.9%
-1,774.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -0.7% | +4.3% | -5.0% | -1.4% |
| 3M | -4.0% | +50.6% | -54.6% | -10.8% |
| 6M | -6.3% | +63.9% | -70.3% | -15.1% |
| YTD | +39.7% | +42.4% | -2.7% | +29.3% |
| 1Y | +78.1% | +92.1% | -14.0% | +56.6% |
| 3Y | -29.5% | +501.7% | -531.2% | -50.3% |
| 5Y | +65.3% | +171.4% | -106.1% | +23.8% |
| 10Y | -41.3% | +3,161.4% | -3,202.7% | -73.5% |
| All | -62.6% | +1,711.9% | -1,774.5% | -82.8% |
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 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