+100.7%
ROST vs NTRA
+507.7%
-406.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -6.9% | +4.1% | -11.0% | -7.2% |
| 3M | -3.3% | +50.0% | -53.4% | -7.0% |
| 6M | +9.0% | +67.3% | -58.3% | +3.3% |
| YTD | +28.9% | +43.6% | -14.7% | +23.7% |
| 1Y | +54.0% | +89.2% | -35.3% | +43.3% |
| 3Y | +100.7% | +502.5% | -401.8% | +59.7% |
| All | +100.7% | +507.7% | -406.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling