+25.1%
GILD vs RCAT
-14.2%
+39.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -4.8% | -4.9% | +0.1% | -4.8% |
| 30D | +5.8% | -22.9% | +28.6% | +5.7% |
| 3M | +14.9% | -33.7% | +48.7% | +14.9% |
| 6M | -0.4% | -50.7% | +50.4% | -1.2% |
| YTD | +18.5% | +0.4% | +18.2% | +19.8% |
| 1Y | +25.1% | -27.6% | +52.8% | +25.3% |
| All | +25.1% | -14.2% | +39.3% | +25.3% |
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