+233.2%
RSP vs NTRA
+1,672.7%
-1,439.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.4% | +2.7% | -0.3% | +2.1% |
| 30D | +4.3% | -19.2% | +23.4% | +6.4% |
| 3M | -0.3% | +2.7% | -3.0% | -1.0% |
| 6M | +9.8% | +63.4% | -53.5% | +3.3% |
| YTD | +16.8% | +39.3% | -22.5% | +11.2% |
| 1Y | +19.5% | +59.0% | -39.5% | +12.1% |
| 3Y | +65.1% | +557.4% | -492.2% | +31.1% |
| 5Y | +48.7% | +177.4% | -128.7% | +22.9% |
| 10Y | +213.6% | +2,761.8% | -2,548.2% | +98.9% |
| All | +233.2% | +1,672.7% | -1,439.5% | +112.6% |
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