+505.1%
NTRA vs RCAT
+738.1%
-233.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.4% |
| 7D | +1.6% | -2.3% | +3.9% | +1.7% |
| 30D | +3.8% | -18.7% | +22.5% | +5.2% |
| 3M | +48.2% | -29.3% | +77.5% | +51.1% |
| 6M | +61.0% | -42.3% | +103.3% | +64.6% |
| YTD | +44.2% | +2.5% | +41.7% | +40.7% |
| 1Y | +87.3% | -5.7% | +93.0% | +81.6% |
| All | +505.1% | +738.1% | -233.1% | +430.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling