-24.0%
NKE vs RCAT
-98.5%
+74.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -4.2% | -4.9% | +0.7% | -4.1% |
| 30D | -8.2% | -22.9% | +14.7% | -8.1% |
| 3M | -19.1% | -33.7% | +14.6% | -19.0% |
| 6M | -32.6% | -50.7% | +18.1% | -32.5% |
| YTD | -40.7% | +0.4% | -41.1% | -40.8% |
| 1Y | -48.9% | -27.6% | -21.2% | -48.9% |
| 3Y | -59.2% | +753.2% | -812.4% | -59.8% |
| 5Y | -75.3% | +183.3% | -258.6% | -75.7% |
| All | -24.0% | -98.5% | +74.5% | -29.1% |
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