+948.6%
ACN vs RCAT
-100.0%
+1,048.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +9.4% | -3.3% | +12.7% | +9.4% |
| 3M | +5.6% | -43.2% | +48.9% | +5.7% |
| 6M | -9.3% | -43.2% | +33.9% | -9.2% |
| YTD | -29.0% | +5.5% | -34.5% | -29.0% |
| 1Y | -24.7% | -1.6% | -23.0% | -24.7% |
| 3Y | -39.8% | +773.7% | -813.5% | -39.9% |
| 5Y | -40.9% | +187.6% | -228.5% | -41.0% |
| 10Y | +91.1% | -98.5% | +189.6% | +94.5% |
| All | +948.6% | -100.0% | +1,048.6% | +1,388.4% |
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