+200.4%
B vs RCAT
+762.9%
-562.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +9.4% | -3.3% | +12.8% | +9.4% |
| 3M | +5.0% | -43.2% | +48.2% | +7.2% |
| 6M | -3.5% | -43.2% | +39.6% | -2.1% |
| YTD | +4.5% | +5.5% | -1.1% | +3.9% |
| 1Y | +67.8% | -1.6% | +69.4% | +66.6% |
| All | +200.4% | +762.9% | -562.5% | +184.8% |
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