+146.8%
NUE vs RCAT
+184.3%
-37.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -2.2% |
| 30D | -6.1% | -18.7% | +12.6% | -5.2% |
| 3M | +1.7% | -29.3% | +30.9% | +3.0% |
| 6M | +53.1% | -42.3% | +95.4% | +55.3% |
| YTD | +59.0% | +2.5% | +56.5% | +55.1% |
| 1Y | +85.3% | -5.7% | +91.0% | +80.0% |
| 3Y | +63.2% | +764.9% | -701.7% | +35.2% |
| 5Y | +146.8% | +182.3% | -35.5% | +111.3% |
| All | +146.8% | +184.3% | -37.5% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling