+15.9%
D vs RCAT
-54.8%
+70.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.1% |
| 7D | -1.4% | -5.9% | +4.6% | -1.5% |
| 30D | +7.7% | -19.7% | +27.4% | +7.4% |
| 3M | -0.3% | -62.9% | +62.6% | -1.8% |
| 6M | +10.1% | -59.6% | +69.6% | +9.1% |
| YTD | +19.1% | -52.1% | +71.2% | +20.1% |
| 1Y | +15.9% | -50.9% | +66.8% | +17.0% |
| All | +15.9% | -54.8% | +70.7% | +17.0% |
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