+99.2%
GOOG vs RCAT
+57.4%
+41.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.9% |
| 7D | +4.8% | +15.6% | -10.7% | +4.1% |
| 30D | -15.5% | -24.1% | +8.6% | -14.8% |
| 3M | -13.7% | -61.9% | +48.2% | -10.7% |
| 6M | -23.0% | -64.3% | +41.4% | -20.6% |
| YTD | -5.7% | -50.4% | +44.7% | -4.9% |
| 1Y | +3.0% | -54.0% | +57.1% | +3.9% |
| 3Y | +122.4% | +347.2% | -224.8% | +101.5% |
| 5Y | +99.2% | +45.7% | +53.5% | +86.5% |
| All | +99.2% | +57.4% | +41.8% | +86.5% |
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