+348.5%
ROK vs NTRA
+3,199.2%
-2,850.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -4.8% | +4.1% | -8.9% | -5.4% |
| 3M | -6.1% | +50.0% | -56.1% | -12.4% |
| 6M | +15.5% | +67.3% | -51.8% | +5.3% |
| YTD | +11.2% | +43.6% | -32.4% | +3.6% |
| 1Y | +23.8% | +89.2% | -65.4% | +10.5% |
| 3Y | +53.1% | +502.5% | -449.4% | +11.8% |
| 5Y | +48.3% | +173.8% | -125.5% | +14.4% |
| All | +348.5% | +3,199.2% | -2,850.7% | +117.1% |
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