-28.2%
NBIS vs RCAT
-64.7%
+36.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -8.3% | -8.6% | -12.0% |
| 7D | +6.9% | +15.6% | -8.7% | -0.9% |
| 30D | -37.8% | -24.1% | -13.7% | -27.0% |
| 3M | -50.4% | -61.9% | +11.5% | -19.5% |
| 6M | -28.2% | -64.3% | +36.1% | +9.4% |
| All | -28.2% | -64.7% | +36.5% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling