+10.3%
ARM vs RCAT
-56.7%
+67.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +18.6% | -13.9% | 0.0% |
| 7D | -15.2% | -12.7% | -2.5% | -12.5% |
| 30D | -40.7% | -34.3% | -6.4% | -34.6% |
| 3M | -39.1% | -53.4% | +14.3% | -28.2% |
| 6M | -26.4% | -62.0% | +35.5% | -10.1% |
| YTD | +59.7% | -49.1% | +108.8% | +79.4% |
| 1Y | +10.3% | -53.1% | +63.5% | +24.0% |
| All | +10.3% | -56.7% | +67.0% | +24.0% |
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