-6.1%
NVD vs RCAT
-54.8%
+48.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -8.3% | +17.3% | +6.9% |
| 7D | +17.0% | +15.6% | +1.4% | +22.4% |
| 30D | +77.3% | -24.1% | +101.4% | +70.9% |
| 3M | +61.6% | -61.9% | +123.5% | +35.9% |
| 6M | +40.7% | -64.3% | +105.0% | +20.9% |
| YTD | -10.5% | -50.4% | +39.9% | -13.2% |
| 1Y | -6.1% | -54.0% | +47.9% | -7.3% |
| All | -6.1% | -54.8% | +48.6% | -7.3% |
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 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