+31.0%
F vs RCAT
-2.3%
+33.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.6% |
| 7D | +5.3% | -1.4% | +6.7% | +5.4% |
| 30D | +4.6% | -3.3% | +7.9% | +4.8% |
| 3M | -3.7% | -43.2% | +39.6% | -0.5% |
| 6M | +16.8% | -43.2% | +60.0% | +19.2% |
| YTD | +15.3% | +5.5% | +9.7% | +10.1% |
| 1Y | +31.0% | -1.6% | +32.7% | +23.8% |
| All | +31.0% | -2.3% | +33.3% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling