+918.9%
A vs RCAT
-100.0%
+1,018.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +1.7% |
| 7D | -0.1% | -12.7% | +12.7% | 0.0% |
| 30D | +3.4% | -34.3% | +37.7% | +3.5% |
| 3M | +23.8% | -53.4% | +77.2% | +24.2% |
| 6M | +49.0% | -62.0% | +111.0% | +49.4% |
| YTD | +29.4% | -49.1% | +78.5% | +29.5% |
| 1Y | +19.4% | -53.1% | +72.5% | +19.5% |
| 3Y | +66.2% | +318.7% | -252.5% | +64.5% |
| 5Y | +15.8% | +48.5% | -32.7% | +14.8% |
| 10Y | +326.1% | -99.6% | +425.7% | +302.5% |
| All | +918.9% | -100.0% | +1,018.9% | +582.6% |
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 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