-19.0%
ADSK vs RCAT
+41.8%
-60.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.0% |
| 7D | +1.0% | -5.9% | +7.0% | +1.2% |
| 30D | +14.4% | -19.7% | +34.1% | +15.0% |
| 3M | +2.5% | -62.9% | +65.4% | +5.9% |
| 6M | +14.5% | -59.6% | +74.0% | +17.2% |
| YTD | -10.7% | -52.1% | +41.4% | -10.1% |
| 1Y | -11.0% | -50.9% | +39.9% | -10.8% |
| 3Y | +25.9% | +333.8% | -307.9% | +8.6% |
| All | -19.0% | +41.8% | -60.8% | -28.4% |
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 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