+74.6%
GAP vs RCAT
+331.8%
-257.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -1.9% | -5.9% | +4.0% | -1.7% |
| 30D | -7.1% | -19.7% | +12.6% | -6.3% |
| 3M | +4.1% | -62.9% | +67.0% | +8.6% |
| 6M | +1.9% | -59.6% | +61.5% | +5.1% |
| YTD | -15.2% | -52.1% | +36.9% | -14.3% |
| 1Y | -10.6% | -50.9% | +40.3% | -10.0% |
| 3Y | +74.6% | +333.8% | -259.2% | +82.1% |
| All | +74.6% | +331.8% | -257.2% | +82.1% |
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