+1,416.2%
ADI vs RCAT
-100.0%
+1,516.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | -6.3% | -5.6% | -0.7% | -6.3% |
| 30D | -3.2% | -27.0% | +23.9% | -3.1% |
| 3M | +2.8% | -57.9% | +60.7% | +3.1% |
| 6M | -5.0% | -59.4% | +54.4% | -4.8% |
| YTD | +46.3% | -46.9% | +93.2% | +46.5% |
| 1Y | +71.6% | -54.0% | +125.7% | +71.9% |
| 3Y | +139.2% | +378.4% | -239.2% | +136.8% |
| 5Y | +136.4% | +61.9% | +74.5% | +134.4% |
| 10Y | +636.2% | -99.6% | +735.8% | +597.9% |
| All | +1,416.2% | -100.0% | +1,516.2% | +937.1% |
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