+766.0%
RCAT vs NTRS
+165.3%
+600.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -2.0% |
| 7D | -5.4% | +0.3% | -5.7% | -5.8% |
| 30D | -24.2% | +0.2% | -24.4% | -24.5% |
| 3M | -25.8% | +13.2% | -39.0% | -35.3% |
| 6M | -44.9% | +36.9% | -81.9% | -61.1% |
| YTD | +1.9% | +39.1% | -37.2% | -27.8% |
| 1Y | -5.2% | +50.4% | -55.6% | -36.6% |
| All | +766.0% | +165.3% | +600.7% | +355.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling