+101.0%
AR vs RCAT
+57.4%
+43.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +1.7% |
| 7D | +6.4% | +15.6% | -9.2% | +5.5% |
| 30D | +3.1% | -24.1% | +27.2% | +4.1% |
| 3M | +3.3% | -61.9% | +65.2% | +7.5% |
| 6M | +6.6% | -64.3% | +70.9% | +10.4% |
| YTD | +12.3% | -50.4% | +62.7% | +12.6% |
| 1Y | +12.3% | -54.0% | +66.4% | +12.7% |
| 3Y | +50.4% | +347.2% | -296.7% | +30.8% |
| 5Y | +101.0% | +45.7% | +55.2% | +85.8% |
| All | +101.0% | +57.4% | +43.6% | +85.8% |
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