+422.0%
NUE vs RCAT
-99.8%
+521.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | 0.0% | -3.4% |
| 7D | +2.8% | -5.9% | +8.7% | +2.8% |
| 30D | -2.1% | -19.7% | +17.6% | -2.0% |
| 3M | -7.3% | -62.9% | +55.5% | -6.9% |
| 6M | +8.9% | -59.6% | +68.4% | +9.3% |
| YTD | +55.6% | -52.1% | +107.7% | +55.9% |
| 1Y | +74.7% | -50.9% | +125.6% | +74.9% |
| 3Y | +71.7% | +333.8% | -262.1% | +69.9% |
| 5Y | +141.2% | +40.7% | +100.5% | +139.1% |
| All | +422.0% | -99.8% | +521.8% | +431.8% |
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