+1,370.2%
ALL vs RCAT
-100.0%
+1,470.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +2.9% |
| 7D | -0.1% | -5.6% | +5.5% | -0.1% |
| 30D | +13.8% | -27.0% | +40.8% | +13.8% |
| 3M | -2.8% | -57.9% | +55.1% | -2.8% |
| 6M | +23.7% | -59.4% | +83.1% | +23.6% |
| YTD | +27.3% | -46.9% | +74.2% | +27.3% |
| 1Y | +30.5% | -54.0% | +84.6% | +30.5% |
| 3Y | +113.0% | +378.4% | -265.4% | +113.3% |
| 5Y | +157.6% | +61.9% | +95.6% | +157.8% |
| 10Y | +368.4% | -99.6% | +468.0% | +380.4% |
| All | +1,370.2% | -100.0% | +1,470.2% | +1,681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling