+1,294.1%
NTAP vs RCAT
-100.0%
+1,394.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -0.5% | -3.3% | +2.8% | -0.5% |
| 3M | +4.1% | -43.2% | +47.3% | +4.3% |
| 6M | +88.0% | -43.2% | +131.1% | +88.2% |
| YTD | +75.6% | +5.5% | +70.0% | +75.3% |
| 1Y | +58.9% | -1.6% | +60.6% | +58.6% |
| 3Y | +153.6% | +773.7% | -620.1% | +150.2% |
| 5Y | +127.6% | +187.6% | -60.0% | +124.9% |
| 10Y | +580.4% | -98.5% | +678.8% | +537.9% |
| All | +1,294.1% | -100.0% | +1,394.1% | +902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling