-22.7%
NOK vs RCAT
-100.0%
+77.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -1.9% |
| 7D | +11.0% | +15.6% | -4.6% | +10.9% |
| 30D | -16.0% | -24.1% | +8.1% | -16.0% |
| 3M | -19.8% | -61.9% | +42.1% | -19.6% |
| 6M | -37.1% | -64.3% | +27.2% | -37.0% |
| YTD | +28.0% | -50.4% | +78.4% | +28.1% |
| 1Y | +17.9% | -54.0% | +72.0% | +18.1% |
| 3Y | +152.7% | +347.2% | -194.4% | +151.4% |
| 5Y | +62.3% | +45.7% | +16.5% | +61.6% |
| 10Y | +128.1% | -99.7% | +227.8% | +126.9% |
| All | -22.7% | -100.0% | +77.3% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling