+113.0%
NVTS vs RCAT
-2.3%
+115.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -4.5% | -3.3% | -1.1% | -3.5% |
| 3M | -61.5% | -43.2% | -18.3% | -51.1% |
| 6M | +28.0% | -43.2% | +71.2% | +53.8% |
| YTD | +65.3% | +5.5% | +59.7% | +50.1% |
| 1Y | +113.0% | -1.6% | +114.6% | +99.2% |
| All | +113.0% | -2.3% | +115.3% | +99.2% |
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