+798.8%
NEM vs RCAT
-100.0%
+898.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | +3.5% |
| 7D | +14.7% | +1.1% | +13.6% | +14.7% |
| 30D | +6.2% | -22.0% | +28.2% | +6.2% |
| 3M | +11.0% | -51.1% | +62.2% | +11.1% |
| 6M | +7.9% | -56.6% | +64.5% | +8.0% |
| YTD | +26.2% | -43.3% | +69.4% | +26.2% |
| 1Y | +51.5% | -51.5% | +103.0% | +51.6% |
| 3Y | +290.6% | +411.4% | -120.8% | +290.2% |
| 5Y | +153.1% | +74.4% | +78.7% | +152.9% |
| 10Y | +332.4% | -99.6% | +432.0% | +330.9% |
| All | +798.8% | -100.0% | +898.8% | +790.5% |
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