-61.4%
NVD vs RCAT
-2.3%
-59.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.8% |
| 7D | -11.1% | -1.4% | -9.7% | -11.3% |
| 30D | -13.3% | -3.3% | -9.9% | -13.2% |
| 3M | -19.8% | -43.2% | +23.4% | -24.6% |
| 6M | -48.8% | -43.2% | -5.6% | -50.5% |
| YTD | -49.7% | +5.5% | -55.2% | -46.0% |
| 1Y | -61.4% | -1.6% | -59.7% | -60.5% |
| All | -61.4% | -2.3% | -59.0% | -60.5% |
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