+32.3%
NSC vs RCAT
+41.8%
-9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.6% |
| 7D | +2.5% | -5.9% | +8.4% | +2.5% |
| 30D | +1.7% | -19.7% | +21.4% | +1.9% |
| 3M | -2.6% | -62.9% | +60.3% | -1.6% |
| 6M | +6.4% | -59.6% | +66.0% | +7.1% |
| YTD | +15.5% | -52.1% | +67.6% | +15.1% |
| 1Y | +17.6% | -50.9% | +68.5% | +17.0% |
| 3Y | +75.0% | +333.8% | -258.8% | +63.5% |
| All | +32.3% | +41.8% | -9.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling