-25.8%
NOW vs RCAT
+63.2%
-88.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -2.6% |
| 7D | -8.7% | -5.6% | -3.1% | -8.6% |
| 30D | -29.3% | -27.0% | -2.2% | -28.0% |
| 3M | -21.8% | -57.9% | +36.1% | -17.4% |
| 6M | +9.2% | -59.4% | +68.6% | +15.0% |
| YTD | -35.0% | -46.9% | +11.9% | -33.8% |
| 1Y | -42.5% | -54.0% | +11.5% | -41.1% |
| 3Y | -21.5% | +378.4% | -399.9% | -37.5% |
| 5Y | -25.8% | +61.9% | -87.7% | -31.6% |
| All | -25.8% | +63.2% | -88.9% | -31.6% |
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