+290.6%
NEM vs RCAT
+390.2%
-99.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | +2.9% |
| 7D | +14.7% | +1.1% | +13.6% | +14.4% |
| 30D | +6.2% | -22.0% | +28.2% | +7.4% |
| 3M | +11.0% | -51.1% | +62.2% | +14.9% |
| 6M | +7.9% | -56.6% | +64.5% | +11.8% |
| YTD | +26.2% | -43.3% | +69.4% | +29.1% |
| 1Y | +51.5% | -51.5% | +103.0% | +55.3% |
| 3Y | +290.6% | +411.4% | -120.8% | +266.1% |
| All | +290.6% | +390.2% | -99.6% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling