+1,300.4%
NI vs RCAT
-100.0%
+1,400.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.5% |
| 7D | +4.3% | -5.9% | +10.2% | +4.3% |
| 30D | +12.4% | -19.7% | +32.0% | +12.4% |
| 3M | +10.2% | -62.9% | +73.0% | +10.2% |
| 6M | -0.8% | -59.6% | +58.8% | -0.8% |
| YTD | +13.2% | -52.1% | +65.3% | +13.2% |
| 1Y | +10.1% | -50.9% | +61.0% | +10.1% |
| 3Y | +103.1% | +333.8% | -230.7% | +103.1% |
| 5Y | +115.5% | +40.7% | +74.8% | +115.5% |
| 10Y | +195.5% | -99.8% | +295.2% | +198.4% |
| All | +1,300.4% | -100.0% | +1,400.4% | +1,438.6% |
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