-57.8%
RCAT vs NTRS
+43.5%
-101.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.1% | -13.5% | -14.4% |
| 7D | -18.5% | +3.6% | -22.1% | -22.5% |
| 30D | -37.0% | +4.3% | -41.3% | -40.5% |
| 3M | -54.9% | -1.9% | -52.9% | -54.2% |
| 6M | -63.6% | +11.4% | -75.1% | -69.7% |
| YTD | -49.6% | +32.3% | -81.9% | -72.3% |
| 1Y | -57.8% | +42.5% | -100.3% | -80.7% |
| All | -57.8% | +43.5% | -101.3% | -80.7% |
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