+133.9%
NOK vs RCAT
-99.8%
+233.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -1.8% |
| 7D | +11.0% | +15.6% | -4.6% | +10.8% |
| 30D | -16.0% | -24.1% | +8.1% | -15.8% |
| 3M | -19.8% | -61.9% | +42.1% | -19.1% |
| 6M | -37.1% | -64.3% | +27.2% | -36.6% |
| YTD | +28.0% | -50.4% | +78.4% | +28.5% |
| 1Y | +17.9% | -54.0% | +72.0% | +18.4% |
| 3Y | +152.7% | +347.2% | -194.4% | +147.4% |
| 5Y | +62.3% | +45.7% | +16.5% | +59.4% |
| All | +133.9% | -99.8% | +233.7% | +148.0% |
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