+381.6%
COMP vs RCAT
+339.1%
+42.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +18.6% | -7.9% | +9.2% |
| 7D | +13.4% | -12.7% | +26.2% | +14.5% |
| 30D | +11.1% | -34.3% | +45.4% | +14.5% |
| 3M | -18.8% | -53.4% | +34.6% | -14.3% |
| 6M | +10.5% | -62.0% | +72.5% | +17.5% |
| YTD | -3.4% | -49.1% | +45.6% | +0.1% |
| 1Y | +19.7% | -53.1% | +72.8% | +24.1% |
| 3Y | +381.6% | +318.7% | +63.0% | +328.1% |
| All | +381.6% | +339.1% | +42.5% | +328.1% |
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