+14.7%
D vs RCAT
-54.8%
+69.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -1.0% |
| 7D | -3.1% | +15.6% | -18.6% | -2.6% |
| 30D | +8.4% | -24.1% | +32.5% | +8.0% |
| 3M | +0.2% | -61.9% | +62.1% | -1.2% |
| 6M | +9.5% | -64.3% | +73.8% | +8.4% |
| YTD | +18.8% | -50.4% | +69.2% | +19.5% |
| 1Y | +14.7% | -54.0% | +68.7% | +15.5% |
| All | +14.7% | -54.8% | +69.5% | +15.5% |
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