+229.6%
ROL vs NTRA
+1,700.8%
-1,471.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -6.9% | +0.6% | -7.6% | -7.0% |
| 3M | -24.6% | +51.8% | -76.4% | -27.7% |
| 6M | -39.5% | +63.6% | -103.1% | -42.6% |
| YTD | -41.1% | +41.5% | -82.6% | -43.4% |
| 1Y | -37.9% | +93.6% | -131.6% | -42.2% |
| 3Y | +0.8% | +498.0% | -497.2% | -16.9% |
| 5Y | -4.7% | +172.5% | -177.1% | -18.9% |
| 10Y | +207.9% | +2,960.8% | -2,752.9% | +105.4% |
| All | +229.6% | +1,700.8% | -1,471.1% | +126.2% |
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 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