+22.7%
C vs RCAT
-53.5%
+76.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.4% | -8.9% | +1.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | -5.4% | -22.0% | +16.6% | -3.6% |
| 3M | -9.2% | -51.1% | +42.0% | -3.7% |
| 6M | -1.8% | -56.6% | +54.8% | +3.5% |
| YTD | +6.7% | -43.3% | +49.9% | +5.1% |
| All | +22.7% | -53.5% | +76.1% | +22.2% |
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