+225.3%
RSP vs NTRA
+1,700.8%
-1,475.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | -1.5% | +0.6% | -2.2% | -1.6% |
| 3M | +4.8% | +51.8% | -47.0% | -0.2% |
| 6M | +10.3% | +63.6% | -53.3% | +3.7% |
| YTD | +14.1% | +41.5% | -27.4% | +8.8% |
| 1Y | +17.0% | +93.6% | -76.6% | +7.7% |
| 3Y | +54.2% | +498.0% | -443.9% | +23.7% |
| 5Y | +51.5% | +172.5% | -121.0% | +25.7% |
| 10Y | +204.4% | +2,960.8% | -2,756.4% | +92.6% |
| All | +225.3% | +1,700.8% | -1,475.4% | +107.9% |
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