+116.2%
B vs RCAT
+68.2%
+47.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -2.7% | +7.2% | -9.9% | -3.1% |
| 30D | -4.3% | -20.4% | +16.1% | -3.6% |
| 3M | -2.3% | -59.8% | +57.5% | +1.1% |
| 6M | -16.2% | -61.9% | +45.6% | -13.5% |
| YTD | -8.8% | -45.9% | +37.1% | -7.1% |
| 1Y | +11.4% | -50.5% | +61.9% | +13.5% |
| 3Y | +174.3% | +387.5% | -213.2% | +161.9% |
| 5Y | +116.2% | +70.9% | +45.3% | +110.4% |
| All | +116.2% | +68.2% | +47.9% | +110.4% |
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