+544.1%
D vs RCAT
-100.0%
+644.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.9% | +14.7% | -0.1% |
| 7D | +6.9% | -32.6% | +39.5% | +7.0% |
| 30D | +12.3% | -46.3% | +58.6% | +12.4% |
| 3M | +3.0% | -60.7% | +63.7% | +3.1% |
| 6M | +12.8% | -67.4% | +80.1% | +12.9% |
| YTD | +22.6% | -57.1% | +79.6% | +22.6% |
| 1Y | +21.7% | -63.8% | +85.4% | +21.7% |
| 3Y | +83.9% | +268.1% | -184.2% | +83.3% |
| 5Y | +14.0% | +25.2% | -11.2% | +13.6% |
| 10Y | +45.6% | -99.7% | +145.3% | +44.3% |
| All | +544.1% | -100.0% | +644.1% | +523.9% |
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