+518.8%
AU vs RCAT
-100.0%
+618.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | -7.2% | -5.9% | -1.3% | -7.2% |
| 30D | -2.9% | -19.7% | +16.8% | -2.8% |
| 3M | -8.7% | -62.9% | +54.2% | -8.5% |
| 6M | -14.1% | -59.6% | +45.4% | -14.0% |
| YTD | +4.8% | -52.1% | +56.9% | +4.9% |
| 1Y | +11.9% | -50.9% | +62.8% | +12.0% |
| 3Y | +513.8% | +333.8% | +180.0% | +512.0% |
| 5Y | +379.3% | +40.7% | +338.5% | +378.1% |
| 10Y | +837.1% | -99.8% | +936.8% | +820.1% |
| All | +518.8% | -100.0% | +618.8% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling