+147.2%
AR vs RCAT
+183.7%
-36.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | +14.8% | -3.3% | +18.1% | +14.9% |
| 3M | +6.2% | -43.2% | +49.4% | +8.8% |
| 6M | +4.3% | -43.2% | +47.5% | +5.8% |
| YTD | +14.4% | +5.5% | +8.8% | +10.8% |
| 1Y | +21.3% | -1.6% | +23.0% | +16.7% |
| 3Y | +39.8% | +773.7% | -733.9% | +13.4% |
| All | +147.2% | +183.7% | -36.5% | +110.4% |
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