+314.1%
ROK vs NTRA
+1,711.9%
-1,397.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -5.4% | +4.3% | -9.7% | -6.0% |
| 3M | -4.0% | +50.6% | -54.6% | -9.9% |
| 6M | +13.3% | +63.9% | -50.6% | +4.4% |
| YTD | +9.3% | +42.4% | -33.0% | +2.6% |
| 1Y | +25.8% | +92.1% | -66.3% | +13.0% |
| 3Y | +49.1% | +501.7% | -452.6% | +11.8% |
| 5Y | +45.9% | +171.4% | -125.6% | +14.7% |
| 10Y | +349.9% | +3,161.4% | -2,811.5% | +144.4% |
| All | +314.1% | +1,711.9% | -1,397.8% | +128.7% |
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