+319.4%
NEM vs RCAT
-98.5%
+417.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.3% |
| 7D | +3.1% | -2.3% | +5.3% | +3.1% |
| 30D | +10.0% | -18.7% | +28.7% | +10.1% |
| 3M | +30.9% | -29.3% | +60.2% | +31.0% |
| 6M | +10.5% | -42.3% | +52.9% | +10.7% |
| YTD | +29.7% | +2.5% | +27.2% | +29.7% |
| 1Y | +71.1% | -5.7% | +76.8% | +71.0% |
| 3Y | +252.1% | +764.9% | -512.8% | +249.5% |
| 5Y | +157.7% | +182.3% | -24.6% | +155.9% |
| 10Y | +319.4% | -98.5% | +417.8% | +338.3% |
| All | +319.4% | -98.5% | +417.8% | +338.3% |
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