+62.3%
NUE vs RCAT
+796.4%
-734.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.0% |
| 7D | +1.8% | +5.4% | -3.6% | +1.5% |
| 30D | -6.0% | -5.6% | -0.4% | -5.8% |
| 3M | +1.4% | -30.2% | +31.6% | +2.8% |
| 6M | +52.8% | -43.4% | +96.2% | +55.1% |
| YTD | +58.1% | +9.6% | +48.5% | +53.9% |
| 1Y | +80.4% | -2.0% | +82.4% | +75.3% |
| 3Y | +62.3% | +825.0% | -762.7% | +51.0% |
| All | +62.3% | +796.4% | -734.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling