+76.0%
D vs RCAT
+387.5%
-311.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -2.4% | +7.2% | -9.7% | -2.4% |
| 30D | +9.0% | -20.4% | +29.4% | +9.0% |
| 3M | +1.0% | -59.8% | +60.7% | +1.1% |
| 6M | +11.0% | -61.9% | +72.9% | +11.2% |
| YTD | +19.8% | -45.9% | +65.7% | +19.6% |
| 1Y | +16.0% | -50.5% | +66.5% | +15.8% |
| All | +76.0% | +387.5% | -311.5% | +70.5% |
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 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