+47.6%
NTR vs RCAT
+177.7%
-130.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.4% |
| 7D | -2.5% | -5.4% | +2.9% | -2.3% |
| 30D | +17.0% | -24.2% | +41.2% | +18.0% |
| 3M | +22.2% | -25.8% | +48.0% | +23.0% |
| 6M | +5.2% | -44.9% | +50.1% | +6.4% |
| YTD | +29.7% | +1.9% | +27.8% | +28.4% |
| 1Y | +39.4% | -5.2% | +44.6% | +37.6% |
| 3Y | +38.2% | +759.6% | -721.4% | +21.9% |
| 5Y | +47.6% | +187.5% | -139.9% | +33.5% |
| All | +47.6% | +177.7% | -130.1% | +33.5% |
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