-46.5%
C vs RCAT
-100.0%
+53.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | +3.6% | -1.4% | +5.0% | +3.6% |
| 30D | +0.1% | -3.3% | +3.4% | +0.1% |
| 3M | +2.4% | -43.2% | +45.6% | +2.5% |
| 6M | +24.9% | -43.2% | +68.1% | +25.0% |
| YTD | +19.8% | +5.5% | +14.3% | +19.7% |
| 1Y | +44.9% | -1.6% | +46.5% | +44.8% |
| 3Y | +263.0% | +773.7% | -510.7% | +261.5% |
| 5Y | +129.5% | +187.6% | -58.1% | +128.7% |
| 10Y | +291.6% | -98.5% | +390.1% | +292.9% |
| All | -46.5% | -100.0% | +53.5% | -39.6% |
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 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