-49.7%
NRG vs RCAT
-59.1%
+9.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -10.3% | -3.2% | -12.3% |
| 7D | -13.7% | -18.5% | +4.8% | -11.6% |
| 30D | -13.6% | -37.0% | +23.4% | -9.2% |
| 3M | -28.5% | -54.9% | +26.3% | -22.5% |
| 6M | -45.8% | -63.6% | +17.9% | -41.1% |
| YTD | -46.9% | -49.6% | +2.6% | -48.0% |
| 1Y | -49.7% | -57.8% | +8.1% | -49.3% |
| All | -49.7% | -59.1% | +9.4% | -49.3% |
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