+344.1%
NEM vs RCAT
-99.8%
+443.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.5% |
| 7D | -6.4% | -5.9% | -0.5% | -6.4% |
| 30D | +1.4% | -19.7% | +21.1% | +1.5% |
| 3M | -0.7% | -62.9% | +62.1% | -0.2% |
| 6M | -4.5% | -59.6% | +55.1% | -4.1% |
| YTD | +14.0% | -52.1% | +66.1% | +14.4% |
| 1Y | +27.3% | -50.9% | +78.2% | +27.6% |
| 3Y | +250.5% | +333.8% | -83.3% | +248.0% |
| 5Y | +121.1% | +40.7% | +80.3% | +119.7% |
| All | +344.1% | -99.8% | +443.9% | +306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling