-4.9%
DOW vs RCAT
+68.3%
-73.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -2.1% |
| 7D | -9.5% | -12.7% | +3.2% | -9.4% |
| 30D | +13.1% | -34.3% | +47.4% | +13.6% |
| 3M | +4.8% | -53.4% | +58.2% | +5.8% |
| 6M | -16.7% | -62.0% | +45.3% | -15.8% |
| YTD | +38.9% | -49.1% | +87.9% | +39.3% |
| 1Y | +48.3% | -53.1% | +101.4% | +48.8% |
| 3Y | -24.4% | +318.7% | -343.0% | -26.4% |
| 5Y | -29.2% | +48.5% | -77.7% | -30.9% |
| All | -4.9% | +68.3% | -73.2% | -7.6% |
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