+106.4%
NYT vs RCAT
-100.0%
+206.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -5.4% | +4.7% | -0.7% |
| 30D | +4.5% | -24.2% | +28.7% | +4.5% |
| 3M | -8.5% | -25.8% | +17.3% | -8.5% |
| 6M | -15.1% | -44.9% | +29.9% | -15.0% |
| YTD | -3.3% | +1.9% | -5.2% | -3.4% |
| 1Y | +17.0% | -5.2% | +22.2% | +16.9% |
| 3Y | +55.7% | +759.6% | -703.9% | +54.6% |
| 5Y | +38.9% | +187.5% | -148.7% | +38.0% |
| 10Y | +485.3% | -98.5% | +583.8% | +469.6% |
| All | +106.4% | -100.0% | +206.4% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling