+9.0%
NVT vs RCAT
-54.8%
+63.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.1% |
| 7D | +8.0% | -5.9% | +13.9% | +9.1% |
| 30D | -24.8% | -19.7% | -5.1% | -22.0% |
| 3M | -32.4% | -62.9% | +30.4% | -23.0% |
| 6M | -33.5% | -59.6% | +26.1% | -26.1% |
| YTD | +13.2% | -52.1% | +65.3% | +14.7% |
| 1Y | +9.0% | -50.9% | +59.9% | +7.6% |
| All | +9.0% | -54.8% | +63.7% | +7.6% |
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