-4.4%
GAP vs RCAT
+1.5%
-5.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.4% |
| 7D | +1.7% | +5.4% | -3.7% | +1.5% |
| 30D | +9.3% | -5.6% | +14.9% | +9.4% |
| 3M | +6.1% | -30.2% | +36.3% | +7.7% |
| 6M | -2.3% | -43.4% | +41.1% | -1.1% |
| YTD | -10.6% | +9.6% | -20.2% | -12.8% |
| 1Y | -4.4% | -2.0% | -2.5% | -5.7% |
| All | -4.4% | +1.5% | -5.9% | -5.7% |
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 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