+131.9%
ADI vs RCAT
+71.1%
+60.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.4% | -2.8% | +7.9% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | -2.8% | -22.0% | +19.2% | -1.8% |
| 3M | +1.5% | -51.1% | +52.7% | +4.9% |
| 6M | -4.7% | -56.6% | +51.9% | -1.6% |
| YTD | +46.8% | -43.3% | +90.1% | +48.0% |
| 1Y | +74.9% | -51.5% | +126.4% | +77.0% |
| 3Y | +147.4% | +411.4% | -263.9% | +122.0% |
| 5Y | +131.9% | +74.4% | +57.5% | +117.4% |
| All | +131.9% | +71.1% | +60.8% | +117.4% |
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 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