+32.6%
NET vs RCAT
+43.4%
-10.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.3% | +7.7% | -1.3% |
| 7D | -16.4% | -18.5% | +2.2% | -14.2% |
| 30D | -25.8% | -37.0% | +11.1% | -21.6% |
| 3M | -11.5% | -54.9% | +43.3% | -3.0% |
| 6M | +18.9% | -63.6% | +82.6% | +32.0% |
| YTD | +35.2% | -49.6% | +84.8% | +40.5% |
| 1Y | +14.5% | -57.8% | +72.3% | +20.6% |
| 3Y | +313.8% | +332.4% | -18.6% | +164.7% |
| 5Y | +32.6% | +48.1% | -15.6% | +0.3% |
| All | +32.6% | +43.4% | -10.8% | +0.3% |
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