+73.3%
D vs RCAT
+339.1%
-265.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.6% | -20.1% | -1.5% |
| 7D | +3.0% | -12.7% | +15.7% | +3.0% |
| 30D | +11.5% | -34.3% | +45.8% | +11.6% |
| 3M | +3.7% | -53.4% | +57.1% | +3.9% |
| 6M | +13.5% | -62.0% | +75.5% | +13.8% |
| YTD | +20.7% | -49.1% | +69.8% | +20.6% |
| 1Y | +18.2% | -53.1% | +71.4% | +18.1% |
| 3Y | +73.3% | +318.7% | -245.3% | +66.1% |
| All | +73.3% | +339.1% | -265.8% | +66.1% |
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