+131.1%
NTAP vs RCAT
+183.7%
-52.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | -0.5% | -3.3% | +2.8% | -0.4% |
| 3M | +4.1% | -43.2% | +47.3% | +6.3% |
| 6M | +88.0% | -43.2% | +131.1% | +90.7% |
| YTD | +75.6% | +5.5% | +70.0% | +72.8% |
| 1Y | +58.9% | -1.6% | +60.6% | +55.8% |
| 3Y | +153.6% | +773.7% | -620.1% | +130.1% |
| All | +131.1% | +183.7% | -52.7% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling