+819.8%
NEM vs RCAT
-100.0%
+919.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +23.1% | -3.3% | +26.4% | +23.1% |
| 3M | +18.5% | -43.2% | +61.7% | +18.5% |
| 6M | +7.8% | -43.2% | +51.0% | +7.8% |
| YTD | +29.1% | +5.5% | +23.6% | +29.1% |
| 1Y | +72.7% | -1.6% | +74.3% | +72.6% |
| 3Y | +248.7% | +773.7% | -525.0% | +248.2% |
| 5Y | +148.7% | +187.6% | -38.9% | +148.3% |
| 10Y | +304.8% | -98.5% | +403.2% | +303.2% |
| All | +819.8% | -100.0% | +919.8% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling