+238.7%
B vs RCAT
-100.0%
+338.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | +0.5% |
| 7D | +9.6% | -12.7% | +22.3% | +9.6% |
| 30D | +3.5% | -34.3% | +37.8% | +3.6% |
| 3M | -1.6% | -53.4% | +51.8% | -1.5% |
| 6M | -1.7% | -62.0% | +60.3% | -1.6% |
| YTD | -5.3% | -49.1% | +43.7% | -5.3% |
| 1Y | +27.2% | -53.1% | +80.3% | +27.3% |
| 3Y | +166.1% | +318.7% | -152.5% | +165.4% |
| 5Y | +136.5% | +48.5% | +88.0% | +136.0% |
| 10Y | +172.2% | -99.6% | +271.8% | +168.4% |
| All | +238.7% | -100.0% | +338.7% | +207.4% |
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 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