+22.0%
NXPI vs RCAT
+46.9%
-24.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +18.6% | -17.1% | +0.3% |
| 7D | -4.4% | -12.7% | +8.4% | -3.6% |
| 30D | +5.6% | -34.3% | +39.9% | +8.3% |
| 3M | +7.6% | -53.4% | +61.0% | +12.8% |
| 6M | -17.6% | -62.0% | +44.4% | -13.1% |
| YTD | +15.9% | -49.1% | +64.9% | +18.2% |
| 1Y | +22.4% | -53.1% | +75.5% | +24.9% |
| 3Y | +43.2% | +318.7% | -275.4% | +25.2% |
| All | +22.0% | +46.9% | -24.9% | +12.1% |
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