+270.0%
RTX vs NTRA
+1,700.8%
-1,430.7%
-52.0%
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 | -3.1% | +1.1% | -4.1% | -3.2% |
| 30D | -10.6% | +0.6% | -11.2% | -10.6% |
| 3M | +11.6% | +51.8% | -40.2% | +7.2% |
| 6M | -4.5% | +63.6% | -68.1% | -9.2% |
| YTD | +9.6% | +41.5% | -31.9% | +5.4% |
| 1Y | +30.8% | +93.6% | -62.8% | +22.2% |
| 3Y | +152.8% | +498.0% | -345.2% | +110.0% |
| 5Y | +167.1% | +172.5% | -5.4% | +130.5% |
| 10Y | +275.2% | +2,960.8% | -2,685.6% | +145.6% |
| All | +270.0% | +1,700.8% | -1,430.7% | +150.5% |
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