-1.6%
RCAT vs NTRS
+46.5%
-48.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.2% |
| 30D | -3.3% | +1.2% | -4.6% | -5.3% |
| 3M | -43.2% | +8.3% | -51.6% | -50.3% |
| 6M | -43.2% | +30.0% | -73.1% | -65.7% |
| YTD | +5.5% | +38.0% | -32.5% | -44.1% |
| 1Y | -1.6% | +47.4% | -49.0% | -53.5% |
| All | -1.6% | +46.5% | -48.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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