-6.3%
NVTS vs RCAT
+195.7%
-202.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.8% |
| 7D | +9.7% | +5.4% | +4.3% | +8.4% |
| 30D | -13.6% | -5.6% | -8.0% | -12.7% |
| 3M | -51.0% | -30.2% | -20.8% | -47.0% |
| 6M | +46.3% | -43.4% | +89.7% | +61.8% |
| YTD | +68.1% | +9.6% | +58.4% | +64.4% |
| 1Y | +113.9% | -2.0% | +115.9% | +111.2% |
| 3Y | +45.3% | +825.0% | -779.7% | +4.2% |
| All | -6.3% | +195.7% | -202.0% | -27.7% |
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