+22.7%
NXT vs RCAT
-2.3%
+25.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -15.3% | -3.3% | -12.0% | -15.1% |
| 3M | -43.8% | -43.2% | -0.6% | -39.1% |
| 6M | -18.7% | -43.2% | +24.5% | -13.5% |
| YTD | -3.0% | +5.5% | -8.5% | -7.7% |
| 1Y | +22.7% | -1.6% | +24.4% | +23.4% |
| All | +22.7% | -2.3% | +25.1% | +23.4% |
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