-25.7%
RKT vs NTRA
+500.6%
-526.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | -1.0% | +1.6% | -2.5% | -1.3% |
| 30D | -2.4% | +3.8% | -6.2% | -3.3% |
| 3M | +1.9% | +48.2% | -46.3% | -7.6% |
| 6M | -13.9% | +61.0% | -74.8% | -23.9% |
| YTD | -30.6% | +44.2% | -74.8% | -37.3% |
| 1Y | -34.4% | +87.3% | -121.6% | -44.3% |
| 3Y | +38.2% | +509.4% | -471.2% | -16.7% |
| 5Y | -9.7% | +175.1% | -184.8% | -42.9% |
| All | -25.7% | +500.6% | -526.3% | -57.8% |
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