-97.5%
AAOX vs RCAT
-58.8%
-38.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.4% | -8.7% | -7.8% |
| 7D | -48.4% | -5.6% | -42.8% | -41.0% |
| 30D | -84.4% | -27.0% | -57.4% | -75.0% |
| 3M | -91.5% | -57.9% | -33.6% | -76.0% |
| All | -97.5% | -58.8% | -38.7% | -93.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling