+66.7%
AU vs RCAT
-14.2%
+80.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -4.3% | -4.9% | +0.6% | -3.6% |
| 30D | +7.3% | -22.9% | +30.2% | +11.3% |
| 3M | +26.3% | -33.7% | +60.0% | +32.6% |
| 6M | +1.8% | -50.7% | +52.5% | +9.2% |
| YTD | +26.8% | +0.4% | +26.4% | +23.0% |
| 1Y | +66.7% | -27.6% | +94.3% | +63.1% |
| All | +66.7% | -14.2% | +80.9% | +63.1% |
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