+408.6%
ROST vs NTRA
+1,735.1%
-1,326.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -2.2% | +1.6% | -3.8% | -2.4% |
| 30D | -11.4% | +3.8% | -15.2% | -11.8% |
| 3M | -1.6% | +48.2% | -49.9% | -6.5% |
| 6M | +6.8% | +61.0% | -54.1% | +0.1% |
| YTD | +25.8% | +44.2% | -18.4% | +19.2% |
| 1Y | +52.4% | +87.3% | -34.9% | +39.8% |
| 3Y | +94.4% | +509.4% | -415.1% | +51.8% |
| 5Y | +108.2% | +175.1% | -66.9% | +68.9% |
| 10Y | +308.5% | +3,203.1% | -2,894.6% | +151.7% |
| All | +408.6% | +1,735.1% | -1,326.4% | +227.7% |
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