+1,277.3%
NI vs RCAT
-100.0%
+1,377.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +0.5% |
| 7D | +1.5% | -5.6% | +7.1% | +1.5% |
| 30D | +11.9% | -27.0% | +38.9% | +11.9% |
| 3M | +9.1% | -57.9% | +67.0% | +9.1% |
| 6M | -1.8% | -59.4% | +57.6% | -1.7% |
| YTD | +11.4% | -46.9% | +58.3% | +11.4% |
| 1Y | +6.4% | -54.0% | +60.4% | +6.4% |
| 3Y | +98.2% | +378.4% | -280.2% | +98.2% |
| 5Y | +110.1% | +61.9% | +48.1% | +110.0% |
| 10Y | +189.0% | -99.6% | +288.6% | +191.9% |
| All | +1,277.3% | -100.0% | +1,377.3% | +1,413.2% |
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