+22.3%
ADP vs RCAT
-53.5%
+75.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.4% | -11.8% | -0.1% |
| 7D | +1.1% | +1.1% | 0.0% | +1.3% |
| 30D | +11.5% | -22.0% | +33.5% | +11.2% |
| 3M | +12.0% | -51.1% | +63.2% | +10.9% |
| 6M | +43.8% | -56.6% | +100.4% | +43.0% |
| YTD | +20.1% | -43.3% | +63.3% | +20.5% |
| All | +22.3% | -53.5% | +75.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling