+15.4%
NSC vs RCAT
-56.7%
+72.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +18.6% | -21.5% | -2.4% |
| 7D | -6.6% | -12.7% | +6.1% | -6.8% |
| 30D | +2.2% | -34.3% | +36.5% | +1.3% |
| 3M | -6.2% | -53.4% | +47.2% | -7.7% |
| 6M | +1.7% | -62.0% | +63.6% | -0.2% |
| YTD | +12.2% | -49.1% | +61.3% | +9.4% |
| 1Y | +15.4% | -53.1% | +68.5% | +12.6% |
| All | +15.4% | -56.7% | +72.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling