+61.7%
DD vs RCAT
+46.9%
+14.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +18.6% | -17.6% | +0.2% |
| 7D | +4.6% | -12.7% | +17.4% | +5.2% |
| 30D | +11.8% | -34.3% | +46.1% | +13.7% |
| 3M | +2.2% | -53.4% | +55.6% | +5.5% |
| 6M | -1.6% | -62.0% | +60.3% | +1.8% |
| YTD | +23.0% | -49.1% | +72.1% | +24.5% |
| 1Y | +26.9% | -53.1% | +80.1% | +28.6% |
| 3Y | +77.9% | +318.7% | -240.8% | +59.6% |
| All | +61.7% | +46.9% | +14.7% | +49.2% |
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