-39.0%
NVTS vs RCAT
+71.1%
-110.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +11.4% | -0.1% | +8.6% |
| 7D | +20.8% | +1.1% | +19.7% | +20.3% |
| 30D | -11.1% | -22.0% | +10.9% | -5.8% |
| 3M | -31.0% | -51.1% | +20.1% | -19.2% |
| 6M | -47.4% | -56.6% | +9.2% | -37.4% |
| YTD | +34.2% | -43.3% | +77.4% | +52.1% |
| 1Y | +22.2% | -51.5% | +73.7% | +41.6% |
| 3Y | +68.4% | +411.4% | -343.0% | +38.1% |
| 5Y | -39.0% | +74.4% | -113.4% | -45.6% |
| All | -39.0% | +71.1% | -110.1% | -45.6% |
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 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