+1,700.8%
NTRA vs RCAT
-99.1%
+1,799.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | +1.1% | +5.4% | -4.3% | +1.0% |
| 30D | +0.6% | -5.6% | +6.2% | +0.7% |
| 3M | +51.8% | -30.2% | +82.1% | +52.6% |
| 6M | +63.6% | -43.4% | +107.0% | +64.6% |
| YTD | +41.5% | +9.6% | +31.8% | +40.5% |
| 1Y | +93.6% | -2.0% | +95.6% | +92.2% |
| 3Y | +498.0% | +825.0% | -327.0% | +465.3% |
| 5Y | +172.5% | +199.8% | -27.4% | +159.3% |
| 10Y | +2,960.8% | -98.4% | +3,059.2% | +2,486.2% |
| All | +1,700.8% | -99.1% | +1,799.9% | +1,284.4% |
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