+2,672.5%
NVDL vs RCAT
+643.2%
+2,029.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.4% |
| 7D | +7.3% | +5.4% | +1.9% | +6.6% |
| 30D | -0.7% | -5.6% | +4.9% | -0.2% |
| 3M | +9.5% | -30.2% | +39.7% | +13.1% |
| 6M | +41.6% | -43.4% | +85.0% | +47.6% |
| YTD | +23.3% | +9.6% | +13.7% | +20.1% |
| 1Y | +40.3% | -2.0% | +42.3% | +36.2% |
| 3Y | +692.2% | +825.0% | -132.8% | +767.9% |
| All | +2,672.5% | +643.2% | +2,029.4% | +2,829.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling