-18.6%
NRG vs RCAT
-2.3%
-16.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +6.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.2% |
| 30D | -1.4% | -3.3% | +1.9% | -1.1% |
| 3M | -10.5% | -43.2% | +32.8% | -6.3% |
| 6M | -26.7% | -43.2% | +16.4% | -24.7% |
| YTD | -24.5% | +5.5% | -30.1% | -28.8% |
| 1Y | -18.6% | -1.6% | -16.9% | -20.3% |
| All | -18.6% | -2.3% | -16.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling