+1,361.5%
ALL vs RCAT
-100.0%
+1,461.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.3% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -1.5% | -3.3% | +1.9% | -1.5% |
| 3M | +23.6% | -43.2% | +66.8% | +23.6% |
| 6M | +22.3% | -43.2% | +65.5% | +22.3% |
| YTD | +26.5% | +5.5% | +21.0% | +26.5% |
| 1Y | +27.0% | -1.6% | +28.7% | +27.0% |
| 3Y | +149.6% | +773.7% | -624.1% | +150.0% |
| 5Y | +118.1% | +187.6% | -69.5% | +118.4% |
| 10Y | +369.0% | -98.5% | +467.4% | +382.1% |
| All | +1,361.5% | -100.0% | +1,461.5% | +1,671.3% |
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 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