+309.6%
NSC vs RCAT
-99.8%
+409.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.6% | -21.5% | -2.9% |
| 7D | -6.6% | -12.7% | +6.1% | -6.6% |
| 30D | +2.2% | -34.3% | +36.5% | +2.2% |
| 3M | -6.2% | -53.4% | +47.2% | -6.1% |
| 6M | +1.7% | -62.0% | +63.6% | +1.8% |
| YTD | +12.2% | -49.1% | +61.3% | +12.2% |
| 1Y | +15.4% | -53.1% | +68.5% | +15.4% |
| 3Y | +73.3% | +318.7% | -245.3% | +72.3% |
| 5Y | +24.7% | +48.5% | -23.8% | +24.0% |
| All | +309.6% | -99.8% | +409.4% | +318.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling