+64.5%
NVT vs RCAT
-7.4%
+71.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +2.0% | -5.4% | +7.4% | +2.7% |
| 30D | -7.2% | -24.2% | +17.0% | -4.2% |
| 3M | -0.9% | -25.8% | +24.9% | +1.4% |
| 6M | +42.6% | -44.9% | +87.5% | +48.2% |
| YTD | +52.9% | +1.9% | +51.0% | +44.7% |
| 1Y | +64.5% | -5.2% | +69.6% | +61.4% |
| All | +64.5% | -7.4% | +71.9% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling