+41.6%
NYT vs RCAT
+182.3%
-140.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.6% | -4.9% | +4.3% | -0.5% |
| 30D | +4.6% | -22.9% | +27.4% | +5.0% |
| 3M | -9.6% | -33.7% | +24.1% | -9.1% |
| 6M | -14.0% | -50.7% | +36.7% | -13.4% |
| YTD | -2.8% | +0.4% | -3.2% | -3.7% |
| 1Y | +15.6% | -27.6% | +43.2% | +14.9% |
| 3Y | +56.3% | +753.2% | -696.8% | +43.9% |
| All | +41.6% | +182.3% | -140.7% | +31.6% |
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