+183.7%
NOK vs RCAT
+796.4%
-612.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +6.0% |
| 7D | +7.3% | +5.4% | +1.9% | +7.0% |
| 30D | +13.8% | -5.6% | +19.4% | +14.0% |
| 3M | -27.0% | -30.2% | +3.2% | -26.4% |
| 6M | +37.6% | -43.4% | +81.0% | +39.2% |
| YTD | +64.6% | +9.6% | +55.0% | +62.8% |
| 1Y | +132.0% | -2.0% | +134.0% | +128.2% |
| 3Y | +183.7% | +825.0% | -641.3% | +170.8% |
| All | +183.7% | +796.4% | -612.7% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling