+46.0%
F vs RCAT
+762.9%
-716.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.5% |
| 7D | +5.3% | -1.4% | +6.7% | +5.4% |
| 30D | +4.6% | -3.3% | +7.9% | +4.7% |
| 3M | -3.7% | -43.2% | +39.6% | -2.1% |
| 6M | +16.8% | -43.2% | +60.0% | +18.0% |
| YTD | +15.3% | +5.5% | +9.7% | +13.8% |
| 1Y | +31.0% | -1.6% | +32.7% | +29.0% |
| All | +46.0% | +762.9% | -716.9% | +39.2% |
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 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