+52.7%
ROST vs NTRA
+99.0%
-46.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +7.8% | -7.9% | +15.7% | +8.0% |
| 30D | +8.6% | -8.1% | +16.7% | +8.8% |
| 3M | -1.9% | +42.1% | -44.0% | -2.8% |
| 6M | +9.1% | +84.8% | -75.7% | +6.2% |
| YTD | +37.2% | +70.7% | -33.4% | +32.5% |
| 1Y | +52.7% | +99.0% | -46.3% | +43.1% |
| All | +52.7% | +99.0% | -46.3% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling