-100.0%
RCAT vs NTRS
+444.4%
-544.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -2.3% | +0.9% | -3.1% | -2.4% |
| 30D | -18.7% | -1.2% | -17.5% | -18.6% |
| 3M | -29.3% | +8.8% | -38.0% | -29.9% |
| 6M | -42.3% | +34.7% | -77.0% | -44.1% |
| YTD | +2.5% | +37.2% | -34.7% | -0.6% |
| 1Y | -5.7% | +46.3% | -52.0% | -8.9% |
| 3Y | +764.9% | +163.2% | +601.7% | +709.8% |
| 5Y | +182.3% | +86.9% | +95.4% | +166.6% |
| 10Y | -98.5% | +250.9% | -349.4% | -98.5% |
| All | -100.0% | +444.4% | -544.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling