+1,421.4%
ADI vs RCAT
-100.0%
+1,521.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.4% | -2.8% | +8.5% |
| 7D | -4.4% | +1.1% | -5.5% | -4.4% |
| 30D | -2.8% | -22.0% | +19.2% | -2.8% |
| 3M | +1.5% | -51.1% | +52.7% | +1.8% |
| 6M | -4.7% | -56.6% | +51.9% | -4.5% |
| YTD | +46.8% | -43.3% | +90.1% | +46.9% |
| 1Y | +74.9% | -51.5% | +126.4% | +75.1% |
| 3Y | +147.4% | +411.4% | -263.9% | +145.0% |
| 5Y | +131.9% | +74.4% | +57.5% | +129.9% |
| 10Y | +630.6% | -99.6% | +730.2% | +592.4% |
| All | +1,421.4% | -100.0% | +1,521.4% | +940.4% |
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