+47.4%
NSC vs RCAT
+183.7%
-136.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | +7.7% | -43.2% | +50.9% | +8.3% |
| 6M | +4.5% | -43.2% | +47.7% | +4.9% |
| YTD | +15.6% | +5.5% | +10.0% | +14.4% |
| 1Y | +19.8% | -1.6% | +21.5% | +18.3% |
| 3Y | +70.1% | +773.7% | -703.6% | +59.0% |
| All | +47.4% | +183.7% | -136.3% | +39.7% |
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 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