+52.7%
NTAP vs RCAT
-7.9%
+60.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | -7.0% | -18.7% | +11.7% | -5.6% |
| 3M | +12.3% | -29.3% | +41.6% | +14.4% |
| 6M | +85.1% | -42.3% | +127.4% | +89.3% |
| YTD | +74.8% | +2.5% | +72.2% | +69.9% |
| 1Y | +52.7% | -5.7% | +58.4% | +50.6% |
| All | +52.7% | -7.9% | +60.6% | +50.6% |
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