+298.3%
NSC vs RCAT
-99.6%
+397.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.1% | +0.7% |
| 7D | -3.4% | -5.6% | +2.2% | -3.4% |
| 30D | +3.6% | -27.0% | +30.7% | +3.7% |
| 3M | -1.4% | -57.9% | +56.5% | -1.3% |
| 6M | +6.0% | -59.4% | +65.4% | +6.1% |
| YTD | +15.5% | -46.9% | +62.4% | +15.5% |
| 1Y | +16.2% | -54.0% | +70.3% | +16.2% |
| 3Y | +76.9% | +378.4% | -301.5% | +75.8% |
| 5Y | +29.3% | +61.9% | -32.6% | +28.6% |
| 10Y | +298.3% | -99.6% | +397.9% | +305.5% |
| All | +298.3% | -99.6% | +397.9% | +305.5% |
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