+102.7%
NOK vs RCAT
+184.3%
-81.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.4% |
| 7D | +9.3% | -2.3% | +11.6% | +9.5% |
| 30D | +17.9% | -18.7% | +36.6% | +19.1% |
| 3M | -22.3% | -29.3% | +7.0% | -21.2% |
| 6M | +36.4% | -42.3% | +78.7% | +38.7% |
| YTD | +66.3% | +2.5% | +63.8% | +63.6% |
| 1Y | +134.4% | -5.7% | +140.1% | +128.8% |
| 3Y | +186.6% | +764.9% | -578.3% | +132.2% |
| 5Y | +102.7% | +182.3% | -79.6% | +68.2% |
| All | +102.7% | +184.3% | -81.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling