+91.7%
NVS vs RCAT
+184.3%
-92.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -15.4% | -2.3% | -13.1% | -15.4% |
| 30D | -12.3% | -18.7% | +6.4% | -12.2% |
| 3M | -7.8% | -29.3% | +21.5% | -7.7% |
| 6M | -13.0% | -42.3% | +29.3% | -12.8% |
| YTD | +2.8% | +2.5% | +0.2% | +2.4% |
| 1Y | +10.6% | -5.7% | +16.3% | +10.1% |
| 3Y | +55.1% | +764.9% | -709.8% | +47.2% |
| 5Y | +91.7% | +182.3% | -90.6% | +82.0% |
| All | +91.7% | +184.3% | -92.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling