-30.2%
NVD vs RCAT
-59.1%
+29.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.3% | +16.8% | +4.0% |
| 7D | +15.0% | -18.5% | +33.5% | +10.1% |
| 30D | +39.3% | -37.0% | +76.2% | +26.8% |
| 3M | +3.1% | -54.9% | +58.0% | -11.8% |
| 6M | -19.0% | -63.6% | +44.7% | -31.3% |
| YTD | -35.5% | -49.6% | +14.0% | -37.7% |
| 1Y | -30.2% | -57.8% | +27.6% | -32.0% |
| All | -30.2% | -59.1% | +29.0% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling