+88.9%
NVS vs RCAT
+347.2%
-258.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.2% | 0.0% |
| 7D | -1.0% | +15.6% | -16.6% | -1.0% |
| 30D | +12.5% | -24.1% | +36.6% | +12.5% |
| 3M | +5.2% | -61.9% | +67.1% | +5.3% |
| 6M | +8.2% | -64.3% | +72.5% | +8.2% |
| YTD | +19.8% | -50.4% | +70.1% | +19.5% |
| 1Y | +24.8% | -54.0% | +78.9% | +24.5% |
| All | +88.9% | +347.2% | -258.2% | +80.9% |
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 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