+145.0%
ALL vs RCAT
+46.9%
+98.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +18.6% | -23.1% | -4.4% |
| 7D | -1.9% | -12.7% | +10.8% | -1.9% |
| 30D | +13.8% | -34.3% | +48.1% | +13.8% |
| 3M | -7.0% | -53.4% | +46.4% | -7.0% |
| 6M | +18.0% | -62.0% | +80.0% | +18.0% |
| YTD | +24.2% | -49.1% | +73.3% | +23.3% |
| 1Y | +31.2% | -53.1% | +84.3% | +30.3% |
| 3Y | +107.5% | +318.7% | -211.1% | +97.8% |
| All | +145.0% | +46.9% | +98.1% | +134.8% |
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