+87.8%
NUE vs RCAT
-59.1%
+147.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.3% | +8.3% | -1.5% |
| 7D | -1.4% | -18.5% | +17.1% | -0.4% |
| 30D | +6.6% | -37.0% | +43.5% | +8.8% |
| 3M | -2.0% | -54.9% | +52.8% | +1.4% |
| 6M | +19.2% | -63.6% | +82.9% | +23.8% |
| YTD | +65.6% | -49.6% | +115.2% | +63.8% |
| 1Y | +87.8% | -57.8% | +145.7% | +88.0% |
| All | +87.8% | -59.1% | +147.0% | +88.0% |
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 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