-50.5%
GME vs RCAT
+71.1%
-121.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.3% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -3.7% | -22.0% | +18.4% | -2.8% |
| 3M | +33.6% | -51.1% | +84.7% | +37.7% |
| 6M | +5.4% | -56.6% | +62.0% | +8.3% |
| YTD | +27.4% | -43.3% | +70.7% | +27.7% |
| 1Y | +19.0% | -51.5% | +70.5% | +19.9% |
| 3Y | +101.5% | +411.4% | -309.9% | +71.6% |
| 5Y | -50.5% | +74.4% | -124.9% | -51.9% |
| All | -50.5% | +71.1% | -121.6% | -51.9% |
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