-14.8%
AA vs RCAT
+46.9%
-61.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +18.6% | -15.7% | +1.1% |
| 7D | +0.9% | -12.7% | +13.6% | +2.0% |
| 30D | -6.7% | -34.3% | +27.6% | -3.1% |
| 3M | -16.3% | -53.4% | +37.1% | -10.4% |
| 6M | -37.1% | -62.0% | +24.8% | -32.1% |
| YTD | -25.0% | -49.1% | +24.0% | -21.9% |
| 1Y | +8.6% | -53.1% | +61.7% | +13.4% |
| 3Y | +57.2% | +318.7% | -261.4% | +29.9% |
| All | -14.8% | +46.9% | -61.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling