+74.0%
NTR vs RCAT
-88.7%
+162.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.1% |
| 7D | -0.3% | -5.9% | +5.6% | -0.3% |
| 30D | +2.0% | -19.7% | +21.6% | +2.1% |
| 3M | +6.4% | -62.9% | +69.3% | +7.3% |
| 6M | +1.6% | -59.6% | +61.2% | +2.2% |
| YTD | +18.2% | -52.1% | +70.3% | +18.6% |
| 1Y | +23.9% | -50.9% | +74.8% | +24.2% |
| 3Y | +44.7% | +333.8% | -289.1% | +41.1% |
| 5Y | +21.3% | +40.7% | -19.4% | +18.8% |
| All | +74.0% | -88.7% | +162.7% | +64.3% |
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