+1,336.0%
ACN vs RCAT
-100.0%
+1,436.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | -4.0% | +7.2% | -11.3% | -4.0% |
| 30D | +19.0% | -20.4% | +39.4% | +19.0% |
| 3M | +42.2% | -59.8% | +102.0% | +42.3% |
| 6M | +50.1% | -61.9% | +112.0% | +50.2% |
| YTD | -2.7% | -45.9% | +43.2% | -2.7% |
| 1Y | +7.6% | -50.5% | +58.1% | +7.6% |
| 3Y | -15.9% | +387.5% | -403.4% | -16.0% |
| 5Y | -24.4% | +70.9% | -95.3% | -24.5% |
| 10Y | +151.4% | -99.7% | +251.1% | +155.3% |
| All | +1,336.0% | -100.0% | +1,436.0% | +1,938.7% |
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 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