+47.1%
AR vs RCAT
+347.2%
-300.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +1.7% |
| 7D | +6.4% | +15.6% | -9.2% | +5.4% |
| 30D | +3.1% | -24.1% | +27.2% | +4.3% |
| 3M | +3.3% | -61.9% | +65.2% | +8.2% |
| 6M | +6.6% | -64.3% | +70.9% | +11.1% |
| YTD | +12.3% | -50.4% | +62.7% | +12.3% |
| 1Y | +12.3% | -54.0% | +66.4% | +12.3% |
| All | +47.1% | +347.2% | -300.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling