+153.4%
NEM vs RCAT
+192.8%
-39.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.9% |
| 7D | +3.9% | +5.4% | -1.5% | +3.6% |
| 30D | +12.7% | -5.6% | +18.3% | +12.9% |
| 3M | +28.7% | -30.2% | +58.9% | +29.9% |
| 6M | +9.8% | -43.4% | +53.2% | +11.0% |
| YTD | +28.1% | +9.6% | +18.5% | +27.4% |
| 1Y | +69.3% | -2.0% | +71.3% | +68.2% |
| 3Y | +247.7% | +825.0% | -577.3% | +236.0% |
| 5Y | +153.4% | +199.8% | -46.5% | +144.4% |
| All | +153.4% | +192.8% | -39.4% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling