-98.6%
NVD vs RCAT
+321.0%
-419.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -6.4% | +17.3% | +10.0% |
| 7D | +43.9% | -5.6% | +49.5% | +44.3% |
| 30D | +74.0% | -27.0% | +101.1% | +69.9% |
| 3M | +48.3% | -57.9% | +106.2% | +36.5% |
| 6M | +30.3% | -59.4% | +89.7% | +22.3% |
| YTD | -12.9% | -46.9% | +34.0% | -13.9% |
| 1Y | -4.0% | -54.0% | +50.1% | -5.4% |
| 3Y | -98.5% | +378.4% | -476.9% | -98.8% |
| All | -98.6% | +321.0% | -419.6% | -99.0% |
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 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