-35.3%
DOW vs RCAT
+737.0%
-772.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +0.4% | -3.3% | +3.7% | +0.4% |
| 3M | -14.4% | -43.2% | +28.8% | -12.5% |
| 6M | -7.0% | -43.2% | +36.2% | -5.6% |
| YTD | +30.2% | +5.5% | +24.7% | +27.4% |
| 1Y | +29.2% | -1.6% | +30.9% | +26.1% |
| All | -35.3% | +737.0% | -772.3% | -39.1% |
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