-54.2%
COMP vs RCAT
-28.8%
-25.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -14.9% | +6.7% | -6.7% |
| 7D | -1.8% | -32.6% | +30.8% | +1.8% |
| 30D | -0.8% | -46.3% | +45.5% | +5.1% |
| 3M | -28.1% | -60.7% | +32.5% | -21.8% |
| 6M | +27.0% | -67.4% | +94.4% | +38.9% |
| YTD | -12.8% | -57.1% | +44.3% | -8.3% |
| 1Y | +4.9% | -63.8% | +68.7% | +11.2% |
| 3Y | +321.0% | +268.1% | +52.9% | +207.7% |
| 5Y | -25.6% | +25.2% | -50.8% | -43.8% |
| All | -54.2% | -28.8% | -25.5% | -64.1% |
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 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