+750.7%
NEM vs RCAT
-100.0%
+850.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +0.3% | +7.2% | -6.9% | +0.3% |
| 30D | +1.1% | -20.4% | +21.5% | +1.1% |
| 3M | +1.3% | -59.8% | +61.0% | +1.4% |
| 6M | -1.4% | -61.9% | +60.5% | -1.3% |
| YTD | +19.4% | -45.9% | +65.3% | +19.5% |
| 1Y | +32.9% | -50.5% | +83.5% | +33.0% |
| 3Y | +267.0% | +387.5% | -120.5% | +266.7% |
| 5Y | +131.0% | +70.9% | +60.1% | +130.8% |
| 10Y | +379.9% | -99.7% | +479.6% | +378.2% |
| All | +750.7% | -100.0% | +850.7% | +743.0% |
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