+682.1%
AU vs RCAT
-100.0%
+782.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.3% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | +23.9% | -3.3% | +27.2% | +23.9% |
| 3M | +19.1% | -43.2% | +62.3% | +19.2% |
| 6M | -0.2% | -43.2% | +43.0% | -0.1% |
| YTD | +32.5% | +5.5% | +26.9% | +32.4% |
| 1Y | +96.9% | -1.6% | +98.6% | +96.9% |
| 3Y | +614.7% | +773.7% | -159.0% | +611.9% |
| 5Y | +647.7% | +187.6% | +460.1% | +645.0% |
| 10Y | +679.2% | -98.5% | +777.7% | +663.6% |
| All | +682.1% | -100.0% | +782.1% | +674.3% |
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