+132.4%
NOK vs RCAT
-7.4%
+139.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +8.7% | -5.4% | +14.1% | +9.2% |
| 30D | +12.5% | -24.2% | +36.7% | +14.8% |
| 3M | -20.7% | -25.8% | +5.1% | -19.9% |
| 6M | +36.2% | -44.9% | +81.1% | +39.2% |
| YTD | +64.1% | +1.9% | +62.3% | +63.5% |
| 1Y | +132.4% | -5.2% | +137.5% | +122.9% |
| All | +132.4% | -7.4% | +139.8% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling