-99.2%
NVD vs RCAT
+769.5%
-868.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +4.4% |
| 7D | -7.7% | +5.4% | -13.0% | -7.1% |
| 30D | -5.8% | -5.6% | -0.2% | -6.0% |
| 3M | -23.2% | -30.2% | +7.0% | -24.8% |
| 6M | -49.7% | -43.4% | -6.3% | -50.7% |
| YTD | -47.7% | +9.6% | -57.3% | -44.5% |
| 1Y | -61.3% | -2.0% | -59.4% | -58.5% |
| 3Y | -99.2% | +825.0% | -924.2% | -99.3% |
| All | -99.2% | +769.5% | -868.7% | -99.3% |
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