+175.4%
NTRA vs RCAT
+41.8%
+133.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | +2.7% | -5.9% | +8.7% | +3.2% |
| 30D | -19.2% | -19.7% | +0.5% | -18.0% |
| 3M | +2.7% | -62.9% | +65.5% | +11.1% |
| 6M | +63.4% | -59.6% | +122.9% | +73.7% |
| YTD | +39.3% | -52.1% | +91.4% | +43.4% |
| 1Y | +59.0% | -50.9% | +109.9% | +62.6% |
| 3Y | +557.4% | +333.8% | +223.6% | +408.3% |
| All | +175.4% | +41.8% | +133.6% | +151.3% |
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 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