+206.6%
ROL vs NTRA
+3,199.2%
-2,992.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -4.9% | +4.1% | -9.0% | -5.3% |
| 3M | -25.8% | +50.0% | -75.9% | -28.9% |
| 6M | -37.6% | +67.3% | -104.9% | -41.0% |
| YTD | -41.5% | +43.6% | -85.1% | -44.0% |
| 1Y | -39.5% | +89.2% | -128.7% | -43.7% |
| 3Y | +0.1% | +502.5% | -502.4% | -18.5% |
| 5Y | -4.6% | +173.8% | -178.4% | -19.5% |
| All | +206.6% | +3,199.2% | -2,992.6% | +100.2% |
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