+1,296.5%
ADI vs RCAT
-100.0%
+1,396.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -3.8% | -3.3% | -0.4% | -3.8% |
| 3M | -15.3% | -43.2% | +28.0% | -15.1% |
| 6M | +6.7% | -43.2% | +49.9% | +6.8% |
| YTD | +34.8% | +5.5% | +29.2% | +34.6% |
| 1Y | +49.0% | -1.6% | +50.7% | +48.8% |
| 3Y | +108.1% | +773.7% | -665.6% | +105.6% |
| 5Y | +142.4% | +187.6% | -45.2% | +139.9% |
| 10Y | +589.9% | -98.5% | +688.4% | +550.9% |
| All | +1,296.5% | -100.0% | +1,396.5% | +853.0% |
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