+133.0%
F vs RCAT
-100.0%
+233.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.5% |
| 7D | +5.3% | -1.4% | +6.7% | +5.3% |
| 30D | +4.6% | -3.3% | +7.9% | +4.6% |
| 3M | -3.7% | -43.2% | +39.6% | -3.5% |
| 6M | +16.8% | -43.2% | +60.0% | +16.9% |
| YTD | +15.3% | +5.5% | +9.7% | +15.2% |
| 1Y | +31.0% | -1.6% | +32.7% | +30.8% |
| 3Y | +45.4% | +773.7% | -728.3% | +44.1% |
| 5Y | +54.7% | +187.6% | -133.0% | +53.3% |
| 10Y | +98.2% | -98.5% | +196.7% | +90.4% |
| All | +133.0% | -100.0% | +233.0% | +74.8% |
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 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