-65.3%
AAOX vs RCAT
-41.9%
-23.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.9% | +7.3% | +7.1% |
| 7D | +15.2% | +5.4% | +9.8% | +8.8% |
| 30D | -40.3% | -5.6% | -34.7% | -35.1% |
| 3M | -81.2% | -30.2% | -50.9% | -73.7% |
| All | -65.3% | -41.9% | -23.4% | -26.6% |
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 · Available span rolling