+70.6%
ACWI vs RCAT
+270.1%
-199.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.9% | +11.1% | -3.3% |
| 7D | -4.0% | -32.6% | +28.6% | -2.7% |
| 30D | -5.8% | -46.3% | +40.5% | -3.8% |
| 3M | -5.0% | -60.7% | +55.7% | -2.0% |
| 6M | +0.7% | -67.4% | +68.1% | +4.1% |
| YTD | +8.4% | -57.1% | +65.5% | +10.4% |
| 1Y | +10.1% | -63.8% | +73.9% | +12.4% |
| All | +70.6% | +270.1% | -199.5% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling