-29.9%
COMP vs RCAT
+183.7%
-213.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -13.3% | -3.3% | -10.0% | -13.2% |
| 3M | +41.1% | -43.2% | +84.3% | +49.0% |
| 6M | +17.2% | -43.2% | +60.4% | +21.9% |
| YTD | +5.2% | +5.5% | -0.3% | +0.8% |
| 1Y | +18.9% | -1.6% | +20.6% | +11.5% |
| 3Y | +215.9% | +773.7% | -557.8% | +80.2% |
| All | -29.9% | +183.7% | -213.6% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling