+193.5%
NRG vs RCAT
+182.3%
+11.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -4.7% | -4.9% | +0.2% | -4.4% |
| 30D | -6.0% | -22.9% | +16.9% | -4.5% |
| 3M | -8.0% | -33.7% | +25.8% | -6.1% |
| 6M | -23.2% | -50.7% | +27.6% | -20.9% |
| YTD | -28.1% | +0.4% | -28.4% | -29.6% |
| 1Y | -27.3% | -27.6% | +0.4% | -28.1% |
| 3Y | +208.7% | +753.2% | -544.5% | +177.8% |
| All | +193.5% | +182.3% | +11.2% | +165.6% |
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