+2,959.6%
NSC vs RCAT
-100.0%
+3,059.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.9% | +10.5% | -4.3% |
| 7D | -3.8% | -32.6% | +28.8% | -3.8% |
| 30D | +4.1% | -46.3% | +50.4% | +4.1% |
| 3M | -3.3% | -60.7% | +57.4% | -3.3% |
| 6M | +5.9% | -67.4% | +73.2% | +5.9% |
| YTD | +15.5% | -57.1% | +72.6% | +15.5% |
| 1Y | +19.3% | -63.8% | +83.1% | +19.3% |
| 3Y | +79.0% | +268.1% | -189.1% | +79.0% |
| 5Y | +28.3% | +25.2% | +3.1% | +28.3% |
| 10Y | +336.8% | -99.7% | +436.5% | +341.9% |
| All | +2,959.6% | -100.0% | +3,059.6% | +3,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling