+565.3%
NUE vs RCAT
-98.5%
+663.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -2.7% | -5.4% | +2.7% | -2.6% |
| 30D | -6.1% | -24.2% | +18.1% | -5.9% |
| 3M | +2.2% | -25.8% | +28.1% | +2.4% |
| 6M | +50.8% | -44.9% | +95.7% | +51.1% |
| YTD | +57.5% | +1.9% | +55.6% | +57.2% |
| 1Y | +82.5% | -5.2% | +87.6% | +82.0% |
| 3Y | +61.7% | +759.6% | -697.9% | +59.3% |
| 5Y | +145.1% | +187.5% | -42.4% | +141.8% |
| All | +565.3% | -98.5% | +663.8% | +549.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling