+61.7%
DD vs RCAT
+183.7%
-122.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.4% |
| 7D | -3.5% | -1.4% | -2.1% | -3.5% |
| 30D | -10.3% | -3.3% | -7.0% | -10.2% |
| 3M | -7.5% | -43.2% | +35.7% | -5.6% |
| 6M | -8.0% | -43.2% | +35.2% | -6.7% |
| YTD | +10.5% | +5.5% | +4.9% | +8.4% |
| 1Y | +38.3% | -1.6% | +39.9% | +35.1% |
| 3Y | +42.5% | +773.7% | -731.2% | +24.0% |
| All | +61.7% | +183.7% | -122.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling