+646.1%
NKE vs RCAT
-100.0%
+746.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -8.6% | -3.3% | -5.2% | -8.6% |
| 3M | -11.0% | -43.2% | +32.2% | -11.0% |
| 6M | -33.2% | -43.2% | +9.9% | -33.2% |
| YTD | -38.1% | +5.5% | -43.7% | -38.1% |
| 1Y | -47.4% | -1.6% | -45.7% | -47.3% |
| 3Y | -59.8% | +773.7% | -833.5% | -59.7% |
| 5Y | -74.2% | +187.6% | -261.9% | -74.2% |
| 10Y | -23.5% | -98.5% | +75.0% | -21.6% |
| All | +646.1% | -100.0% | +746.1% | +870.8% |
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