+590.2%
NTAP vs RCAT
-98.4%
+688.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.9% |
| 7D | +3.3% | +5.4% | -2.1% | +3.2% |
| 30D | -0.2% | -5.6% | +5.4% | -0.2% |
| 3M | +11.4% | -30.2% | +41.6% | +11.7% |
| 6M | +88.7% | -43.4% | +132.1% | +89.2% |
| YTD | +78.9% | +9.6% | +69.3% | +78.3% |
| 1Y | +58.8% | -2.0% | +60.8% | +58.2% |
| 3Y | +153.5% | +825.0% | -671.5% | +146.8% |
| 5Y | +136.7% | +199.8% | -63.1% | +131.0% |
| 10Y | +590.2% | -98.4% | +688.6% | +544.9% |
| All | +590.2% | -98.4% | +688.6% | +544.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling