+140.2%
NI vs RCAT
-98.5%
+238.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.6% | -5.4% | +4.8% | -0.6% |
| 30D | -1.4% | -24.2% | +22.8% | -1.3% |
| 3M | -10.6% | -25.8% | +15.3% | -10.5% |
| 6M | -9.9% | -44.9% | +35.0% | -9.8% |
| YTD | +1.2% | +1.9% | -0.7% | +1.0% |
| 1Y | +4.4% | -5.2% | +9.6% | +4.2% |
| 3Y | +68.6% | +759.6% | -691.0% | +66.9% |
| 5Y | +98.0% | +187.5% | -89.5% | +96.1% |
| All | +140.2% | -98.5% | +238.7% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling