+22.8%
COMP vs RCAT
-53.5%
+76.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.4% | -5.7% | +3.9% |
| 7D | +14.5% | +1.1% | +13.4% | +13.6% |
| 30D | +14.9% | -22.0% | +36.9% | +18.0% |
| 3M | -14.2% | -51.1% | +36.9% | -6.5% |
| 6M | +23.7% | -56.6% | +80.3% | +34.8% |
| YTD | +2.1% | -43.3% | +45.3% | +7.4% |
| All | +22.8% | -53.5% | +76.2% | +31.0% |
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