-39.4%
NOK vs RCAT
-58.1%
+18.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.9% |
| 7D | +2.2% | +7.2% | -5.1% | +0.3% |
| 30D | -14.7% | -20.4% | +5.7% | -11.5% |
| 3M | -10.6% | -59.8% | +49.2% | +2.6% |
| 6M | -39.4% | -61.9% | +22.5% | -32.9% |
| All | -39.4% | -58.1% | +18.7% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling