-2.4%
NXT vs RCAT
-53.5%
+51.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | -2.3% |
| 7D | +15.1% | +1.1% | +14.0% | +13.9% |
| 30D | +21.8% | -22.0% | +43.8% | +26.7% |
| 3M | +1.6% | -51.1% | +52.7% | +15.5% |
| 6M | -16.7% | -56.6% | +39.9% | -4.3% |
| YTD | +20.4% | -43.3% | +63.7% | +22.8% |
| All | -2.4% | -53.5% | +51.1% | +2.1% |
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 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