+1,412.7%
GME vs RCAT
-100.0%
+1,512.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.8% |
| 30D | -3.7% | -22.0% | +18.4% | -3.6% |
| 3M | +33.6% | -51.1% | +84.7% | +33.8% |
| 6M | +5.4% | -56.6% | +62.0% | +5.6% |
| YTD | +27.4% | -43.3% | +70.7% | +27.5% |
| 1Y | +19.0% | -51.5% | +70.5% | +19.1% |
| 3Y | +101.5% | +411.4% | -309.9% | +99.5% |
| 5Y | -50.5% | +74.4% | -124.9% | -50.9% |
| 10Y | +493.3% | -99.6% | +592.9% | +486.4% |
| All | +1,412.7% | -100.0% | +1,512.7% | +1,214.7% |
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 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