+8.6%
AR vs RCAT
-51.9%
+60.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +2.1% | +7.2% | -5.2% | +2.0% |
| 30D | +4.5% | -20.4% | +24.9% | +4.6% |
| 3M | +1.0% | -59.8% | +60.8% | +1.2% |
| 6M | +4.4% | -61.9% | +66.3% | +5.2% |
| YTD | +10.9% | -45.9% | +56.8% | +8.2% |
| 1Y | +8.6% | -50.5% | +59.1% | +6.9% |
| All | +8.6% | -51.9% | +60.4% | +6.9% |
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