+176.5%
NXT vs RCAT
+331.8%
-155.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +5.0% | +1.9% |
| 7D | -9.4% | -5.9% | -3.5% | -8.9% |
| 30D | +15.1% | -19.7% | +34.8% | +17.0% |
| 3M | -9.1% | -62.9% | +53.7% | -1.0% |
| 6M | -30.3% | -59.6% | +29.3% | -24.8% |
| YTD | +9.1% | -52.1% | +61.2% | +15.0% |
| 1Y | +7.9% | -50.9% | +58.8% | +13.3% |
| 3Y | +176.5% | +333.8% | -157.3% | +115.0% |
| All | +176.5% | +331.8% | -155.3% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling