+138.0%
B vs RCAT
+46.9%
+91.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | -0.2% |
| 7D | +9.6% | -12.7% | +22.3% | +10.0% |
| 30D | +3.5% | -34.3% | +37.8% | +5.1% |
| 3M | -1.6% | -53.4% | +51.8% | +1.2% |
| 6M | -1.7% | -62.0% | +60.3% | +1.6% |
| YTD | -5.3% | -49.1% | +43.7% | -3.3% |
| 1Y | +27.2% | -53.1% | +80.3% | +29.9% |
| 3Y | +166.1% | +318.7% | -152.5% | +155.3% |
| All | +138.0% | +46.9% | +91.0% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling