-10.8%
DOW vs RCAT
+248.7%
-259.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -3.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +0.4% | -3.3% | +3.7% | +0.4% |
| 3M | -14.4% | -43.2% | +28.8% | -13.8% |
| 6M | -7.0% | -43.2% | +36.2% | -6.6% |
| YTD | +30.2% | +5.5% | +24.7% | +29.5% |
| 1Y | +29.2% | -1.6% | +30.9% | +28.4% |
| 3Y | -36.7% | +773.7% | -810.4% | -39.0% |
| 5Y | -37.7% | +187.6% | -225.3% | -39.7% |
| All | -10.8% | +248.7% | -259.6% | -14.1% |
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 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