+236.9%
B vs RCAT
-100.0%
+336.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.9% | +15.4% | +0.5% |
| 7D | +4.3% | -32.6% | +36.9% | +4.4% |
| 30D | -0.9% | -46.3% | +45.4% | -0.8% |
| 3M | -1.4% | -60.7% | +59.3% | -1.2% |
| 6M | +5.0% | -67.4% | +72.4% | +5.2% |
| YTD | -5.8% | -57.1% | +51.2% | -5.7% |
| 1Y | +25.6% | -63.8% | +89.4% | +25.7% |
| 3Y | +161.6% | +268.1% | -106.5% | +161.0% |
| 5Y | +135.2% | +25.2% | +110.0% | +134.7% |
| 10Y | +170.7% | -99.7% | +270.4% | +167.1% |
| All | +236.9% | -100.0% | +336.9% | +205.8% |
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 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