+97.0%
NTRA vs RCAT
-2.3%
+99.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | +19.5% | -3.3% | +22.9% | +19.7% |
| 3M | +47.8% | -43.2% | +91.0% | +54.5% |
| 6M | +61.6% | -43.2% | +104.8% | +65.7% |
| YTD | +43.3% | +5.5% | +37.7% | +39.4% |
| 1Y | +97.0% | -1.6% | +98.7% | +90.6% |
| All | +97.0% | -2.3% | +99.4% | +90.6% |
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