-15.8%
F vs RCAT
+46.9%
-62.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -1.5% |
| 7D | +1.6% | -12.7% | +14.3% | +2.0% |
| 30D | +2.6% | -34.3% | +36.9% | +4.2% |
| 3M | -8.8% | -53.4% | +44.6% | -6.1% |
| 6M | +4.6% | -62.0% | +66.6% | +7.9% |
| YTD | -1.9% | -49.1% | +47.2% | -1.0% |
| 1Y | -0.8% | -53.1% | +52.4% | +0.2% |
| 3Y | +43.5% | +318.7% | -275.2% | +24.4% |
| All | -15.8% | +46.9% | -62.7% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling