+3,847.8%
NVO vs RCAT
-100.0%
+3,947.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.1% |
| 7D | +0.1% | +5.4% | -5.3% | +0.1% |
| 30D | -3.2% | -5.6% | +2.4% | -3.2% |
| 3M | +11.5% | -30.2% | +41.7% | +11.5% |
| 6M | +22.9% | -43.4% | +66.3% | +22.9% |
| YTD | -6.8% | +9.6% | -16.5% | -6.8% |
| 1Y | -12.6% | -2.0% | -10.7% | -12.6% |
| 3Y | -49.6% | +825.0% | -874.6% | -49.5% |
| 5Y | +0.6% | +199.8% | -199.3% | +0.6% |
| 10Y | +148.3% | -98.4% | +246.7% | +153.3% |
| All | +3,847.8% | -100.0% | +3,947.8% | +4,087.7% |
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