+244.4%
NXT vs RCAT
+210.8%
+33.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +18.6% | -13.3% | +3.8% |
| 7D | +32.2% | -12.7% | +45.0% | +33.3% |
| 30D | +21.9% | -34.3% | +56.2% | +25.8% |
| 3M | +6.6% | -53.4% | +60.0% | +12.9% |
| 6M | -16.8% | -62.0% | +45.2% | -10.9% |
| YTD | +20.4% | -49.1% | +69.5% | +25.8% |
| 1Y | -1.5% | -53.1% | +51.6% | +3.0% |
| 3Y | +182.4% | +318.7% | -136.3% | +147.8% |
| All | +244.4% | +210.8% | +33.6% | +195.4% |
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 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