+24.0%
A vs RCAT
-53.5%
+77.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.4% | -8.3% | +2.1% |
| 7D | +4.8% | +1.1% | +3.6% | +4.3% |
| 30D | +5.6% | -22.0% | +27.7% | +7.3% |
| 3M | +23.6% | -51.1% | +74.8% | +29.9% |
| 6M | +56.4% | -56.6% | +113.0% | +64.5% |
| YTD | +33.4% | -43.3% | +76.7% | +34.5% |
| All | +24.0% | -53.5% | +77.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling