-27.1%
RKT vs NTRA
+498.1%
-525.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -6.2% | +4.1% | -10.3% | -7.1% |
| 3M | -1.9% | +50.0% | -51.9% | -11.3% |
| 6M | -13.0% | +67.3% | -80.3% | -23.8% |
| YTD | -31.9% | +43.6% | -75.5% | -38.5% |
| 1Y | -37.6% | +89.2% | -126.8% | -47.1% |
| 3Y | +36.8% | +502.5% | -465.7% | -17.3% |
| 5Y | -9.7% | +173.8% | -183.5% | -42.8% |
| All | -27.1% | +498.1% | -525.1% | -58.6% |
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