+40.6%
NVDL vs RCAT
-2.3%
+42.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +11.7% | -1.4% | +13.1% | +12.0% |
| 30D | +7.8% | -3.3% | +11.2% | +8.4% |
| 3M | +3.3% | -43.2% | +46.5% | +12.5% |
| 6M | +38.9% | -43.2% | +82.1% | +48.6% |
| YTD | +28.5% | +5.5% | +22.9% | +25.0% |
| 1Y | +40.6% | -1.6% | +42.2% | +44.9% |
| All | +40.6% | -2.3% | +42.9% | +44.9% |
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