-51.3%
NVO vs RCAT
+738.1%
-789.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -4.7% | -2.3% | -2.4% | -4.7% |
| 30D | -5.4% | -18.7% | +13.3% | -5.0% |
| 3M | +7.0% | -29.3% | +36.2% | +7.7% |
| 6M | +17.6% | -42.3% | +59.9% | +18.5% |
| YTD | -8.0% | +2.5% | -10.6% | -9.0% |
| 1Y | -13.8% | -5.7% | -8.2% | -14.8% |
| All | -51.3% | +738.1% | -789.4% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling