-30.1%
NVTS vs RCAT
+29.3%
-59.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.6% |
| 7D | +3.9% | -5.9% | +9.9% | +5.6% |
| 30D | -4.3% | -19.7% | +15.3% | +0.8% |
| 3M | -34.5% | -62.9% | +28.4% | -18.2% |
| 6M | -57.7% | -59.6% | +1.9% | -48.6% |
| YTD | +25.4% | -52.1% | +77.4% | +47.8% |
| 1Y | +13.1% | -50.9% | +64.1% | +32.4% |
| 3Y | +48.9% | +333.8% | -284.9% | +28.0% |
| 5Y | -51.8% | +40.7% | -92.5% | -55.1% |
| All | -30.1% | +29.3% | -59.3% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling