+3,896.2%
NUE vs RCAT
-100.0%
+3,996.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +4.2% | -1.4% | +5.6% | +4.2% |
| 30D | -5.0% | -3.3% | -1.6% | -5.0% |
| 3M | -0.2% | -43.2% | +43.0% | -0.1% |
| 6M | +49.1% | -43.2% | +92.3% | +49.2% |
| YTD | +61.0% | +5.5% | +55.4% | +60.9% |
| 1Y | +82.5% | -1.6% | +84.2% | +82.4% |
| 3Y | +57.9% | +773.7% | -715.8% | +57.2% |
| 5Y | +146.6% | +187.6% | -41.1% | +145.5% |
| 10Y | +561.6% | -98.5% | +660.1% | +551.1% |
| All | +3,896.2% | -100.0% | +3,996.2% | +3,559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling