+8.5%
NI vs RCAT
-59.1%
+67.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.3% | +11.8% | +1.4% |
| 7D | +3.9% | -18.5% | +22.5% | +3.7% |
| 30D | +15.3% | -37.0% | +52.2% | +14.8% |
| 3M | +2.4% | -54.9% | +57.2% | +1.7% |
| 6M | -4.5% | -63.6% | +59.1% | -5.3% |
| YTD | +11.4% | -49.6% | +60.9% | +8.0% |
| 1Y | +8.5% | -57.8% | +66.3% | +6.5% |
| All | +8.5% | -59.1% | +67.6% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling