+778.2%
A vs RCAT
-100.0%
+878.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | +6.9% | -3.3% | +10.3% | +6.9% |
| 3M | +9.2% | -43.2% | +52.5% | +9.4% |
| 6M | +25.7% | -43.2% | +68.9% | +25.8% |
| YTD | +11.5% | +5.5% | +6.0% | +11.4% |
| 1Y | +18.4% | -1.6% | +20.0% | +18.1% |
| 3Y | +26.6% | +773.7% | -747.1% | +25.0% |
| 5Y | -12.8% | +187.6% | -200.4% | -13.8% |
| 10Y | +247.2% | -98.5% | +345.6% | +226.5% |
| All | +778.2% | -100.0% | +878.2% | +486.8% |
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