+141.2%
ADI vs RCAT
+192.8%
-51.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.1% |
| 7D | +2.4% | +5.4% | -2.9% | +2.2% |
| 30D | -6.6% | -5.6% | -1.0% | -6.4% |
| 3M | -9.8% | -30.2% | +20.4% | -8.7% |
| 6M | +15.7% | -43.4% | +59.1% | +17.3% |
| YTD | +35.1% | +9.6% | +25.5% | +32.3% |
| 1Y | +47.7% | -2.0% | +49.7% | +44.2% |
| 3Y | +114.5% | +825.0% | -710.5% | +90.1% |
| 5Y | +141.2% | +199.8% | -58.6% | +115.9% |
| All | +141.2% | +192.8% | -51.5% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling