-100.0%
RCAT vs NVMI
+9,441.0%
-9,541.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.4% |
| 7D | -1.4% | +6.6% | -8.0% | -1.9% |
| 30D | -3.3% | -7.5% | +4.2% | -2.7% |
| 3M | -43.2% | -28.5% | -14.7% | -41.6% |
| 6M | -43.2% | -15.7% | -27.4% | -42.3% |
| YTD | +5.5% | +13.3% | -7.8% | +5.2% |
| 1Y | -1.6% | +48.3% | -49.9% | -3.2% |
| 3Y | +773.7% | +191.2% | +582.4% | +733.1% |
| 5Y | +187.6% | +268.7% | -81.0% | +170.9% |
| 10Y | -98.5% | +3,034.8% | -3,133.2% | -98.5% |
| All | -100.0% | +9,441.0% | -9,541.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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