-35.9%
BABA vs RCAT
-53.5%
+17.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.4% | -15.1% | -4.5% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -5.4% | -22.0% | +16.6% | -3.8% |
| 3M | -17.9% | -51.1% | +33.2% | -13.6% |
| 6M | -24.1% | -56.6% | +32.5% | -20.5% |
| YTD | -27.4% | -43.3% | +15.8% | -28.4% |
| All | -35.9% | -53.5% | +17.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling