+58.8%
NTAP vs RCAT
-56.5%
+115.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.6% |
| 7D | -7.8% | -5.6% | -2.1% | -7.5% |
| 30D | -25.8% | -27.0% | +1.2% | -23.9% |
| 3M | -11.2% | -57.9% | +46.7% | -5.1% |
| 6M | +49.9% | -59.4% | +109.3% | +59.5% |
| YTD | +66.9% | -46.9% | +113.8% | +71.2% |
| 1Y | +58.8% | -54.0% | +112.9% | +64.6% |
| All | +58.8% | -56.5% | +115.3% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling