+28.9%
ALL vs RCAT
-51.9%
+80.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.5% |
| 7D | -2.6% | +7.2% | -9.8% | -1.8% |
| 30D | +12.7% | -20.4% | +33.1% | +11.9% |
| 3M | +0.4% | -59.8% | +60.2% | -3.8% |
| 6M | +23.8% | -61.9% | +85.7% | +19.5% |
| YTD | +27.8% | -45.9% | +73.7% | +25.0% |
| 1Y | +28.9% | -50.5% | +79.4% | +26.2% |
| All | +28.9% | -51.9% | +80.7% | +26.2% |
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