+214.0%
ARM vs RCAT
+270.1%
-56.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -14.9% | +1.8% | -11.0% |
| 7D | -27.1% | -32.6% | +5.5% | -22.9% |
| 30D | -44.9% | -46.3% | +1.4% | -40.0% |
| 3M | -39.3% | -60.7% | +21.4% | -31.4% |
| 6M | -20.2% | -67.4% | +47.2% | -8.1% |
| YTD | +52.5% | -57.1% | +109.6% | +67.2% |
| 1Y | +4.1% | -63.8% | +67.9% | +15.3% |
| All | +214.0% | +270.1% | -56.1% | +176.2% |
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