+53.5%
F vs RCAT
+390.2%
-336.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.4% | -10.7% | +0.3% |
| 7D | -0.6% | +1.1% | -1.8% | -0.8% |
| 30D | +2.9% | -22.0% | +24.9% | +3.5% |
| 3M | -9.5% | -51.1% | +41.7% | -7.6% |
| 6M | +4.0% | -56.6% | +60.6% | +6.1% |
| YTD | -1.3% | -43.3% | +42.0% | -0.7% |
| 1Y | -1.9% | -51.5% | +49.6% | -1.2% |
| 3Y | +53.5% | +411.4% | -357.9% | +51.9% |
| All | +53.5% | +390.2% | -336.7% | +51.9% |
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