+1,403.3%
GME vs RCAT
-100.0%
+1,503.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.6% |
| 7D | +4.8% | -5.6% | +10.4% | +4.8% |
| 30D | -4.3% | -27.0% | +22.8% | -4.2% |
| 3M | +35.3% | -57.9% | +93.2% | +35.7% |
| 6M | +4.7% | -59.4% | +64.1% | +5.0% |
| YTD | +26.6% | -46.9% | +73.6% | +26.7% |
| 1Y | +18.3% | -54.0% | +72.4% | +18.4% |
| 3Y | +102.8% | +378.4% | -275.6% | +100.9% |
| 5Y | -48.9% | +61.9% | -110.9% | -49.3% |
| 10Y | +480.5% | -99.6% | +580.1% | +473.8% |
| All | +1,403.3% | -100.0% | +1,503.3% | +1,206.7% |
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