+302.5%
NSC vs RCAT
-99.6%
+402.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.5% | +1.8% |
| 7D | -5.4% | +1.1% | -6.5% | -5.4% |
| 30D | +2.9% | -22.0% | +25.0% | +3.0% |
| 3M | -2.2% | -51.1% | +49.0% | -2.0% |
| 6M | +5.3% | -56.6% | +61.9% | +5.4% |
| YTD | +14.8% | -43.3% | +58.0% | +14.7% |
| 1Y | +16.6% | -51.5% | +68.1% | +16.6% |
| 3Y | +78.6% | +411.4% | -332.8% | +77.4% |
| 5Y | +27.2% | +74.4% | -47.2% | +26.5% |
| 10Y | +302.5% | -99.6% | +402.1% | +309.8% |
| All | +302.5% | -99.6% | +402.1% | +309.8% |
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