+174.9%
NVS vs RCAT
-98.5%
+273.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -14.3% | -4.9% | -9.4% | -14.3% |
| 30D | -10.0% | -22.9% | +12.9% | -9.9% |
| 3M | -10.9% | -33.7% | +22.8% | -10.8% |
| 6M | -12.0% | -50.7% | +38.8% | -11.8% |
| YTD | +2.5% | +0.4% | +2.1% | +2.3% |
| 1Y | +10.7% | -27.6% | +38.3% | +10.6% |
| 3Y | +53.3% | +753.2% | -699.9% | +50.8% |
| 5Y | +93.6% | +183.3% | -89.7% | +90.7% |
| All | +174.9% | -98.5% | +273.4% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling