+4.3%
ACN vs RCAT
-54.8%
+59.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.8% |
| 7D | -5.7% | +15.6% | -21.3% | -5.2% |
| 30D | +17.0% | -24.1% | +41.1% | +16.5% |
| 3M | +39.9% | -61.9% | +101.7% | +38.1% |
| 6M | +50.2% | -64.3% | +114.5% | +49.5% |
| YTD | -4.2% | -50.4% | +46.2% | -2.9% |
| 1Y | +4.3% | -54.0% | +58.3% | +5.7% |
| All | +4.3% | -54.8% | +59.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling