+49.3%
AMZN vs RCAT
+71.1%
-21.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.4% | +2.3% |
| 7D | +8.7% | +1.1% | +7.5% | +8.4% |
| 30D | +1.7% | -22.0% | +23.7% | +2.8% |
| 3M | -2.8% | -51.1% | +48.4% | +0.7% |
| 6M | -2.1% | -56.6% | +54.5% | +1.2% |
| YTD | +15.6% | -43.3% | +58.9% | +16.3% |
| 1Y | +9.2% | -51.5% | +60.7% | +10.3% |
| 3Y | +89.9% | +411.4% | -321.5% | +58.4% |
| 5Y | +49.3% | +74.4% | -25.1% | +29.1% |
| All | +49.3% | +71.1% | -21.8% | +29.1% |
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