+70.6%
NI vs RCAT
+796.4%
-725.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +1.2% |
| 7D | +2.3% | +5.4% | -3.1% | +2.2% |
| 30D | -1.7% | -5.6% | +3.9% | -1.6% |
| 3M | -8.0% | -30.2% | +22.2% | -7.8% |
| 6M | -8.6% | -43.4% | +34.8% | -8.3% |
| YTD | +2.3% | +9.6% | -7.3% | +1.3% |
| 1Y | +6.9% | -2.0% | +8.9% | +5.7% |
| 3Y | +70.6% | +825.0% | -754.4% | +60.7% |
| All | +70.6% | +796.4% | -725.8% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling