+216.0%
C vs RCAT
+331.8%
-115.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | +4.2% | -5.9% | +10.1% | +4.5% |
| 30D | +2.0% | -19.7% | +21.6% | +3.1% |
| 3M | -10.1% | -62.9% | +52.7% | -5.0% |
| 6M | +1.0% | -59.6% | +60.6% | +5.3% |
| YTD | +8.5% | -52.1% | +60.6% | +10.8% |
| 1Y | +25.7% | -50.9% | +76.6% | +27.9% |
| 3Y | +216.0% | +333.8% | -117.8% | +215.4% |
| All | +216.0% | +331.8% | -115.8% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling