+1,567.2%
NRG vs RCAT
-99.9%
+1,667.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +6.4% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | -1.4% | -3.3% | +1.9% | -1.4% |
| 3M | -10.5% | -43.2% | +32.8% | -10.4% |
| 6M | -26.7% | -43.2% | +16.4% | -26.7% |
| YTD | -24.5% | +5.5% | -30.1% | -24.6% |
| 1Y | -18.6% | -1.6% | -16.9% | -18.6% |
| 3Y | +227.1% | +773.7% | -546.5% | +226.8% |
| 5Y | +198.8% | +187.6% | +11.1% | +198.4% |
| 10Y | +1,122.3% | -98.5% | +1,220.7% | +1,140.6% |
| All | +1,567.2% | -99.9% | +1,667.2% | +1,754.6% |
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 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