+49.1%
ADP vs RCAT
+46.9%
+2.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.9% | -1.5% |
| 7D | +3.2% | -12.7% | +16.0% | +3.4% |
| 30D | +14.9% | -34.3% | +49.2% | +15.5% |
| 3M | +11.6% | -53.4% | +65.0% | +12.7% |
| 6M | +48.5% | -62.0% | +110.4% | +50.1% |
| YTD | +20.6% | -49.1% | +69.6% | +20.5% |
| 1Y | +23.7% | -53.1% | +76.8% | +23.6% |
| 3Y | +47.8% | +318.7% | -270.9% | +34.8% |
| All | +49.1% | +46.9% | +2.2% | +41.3% |
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