+13,444.1%
GOOG vs RCAT
-99.9%
+13,544.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.8% | -3.3% | -3.5% | -6.8% |
| 3M | -9.1% | -43.2% | +34.1% | -9.0% |
| 6M | +10.7% | -43.2% | +53.9% | +10.8% |
| YTD | +7.1% | +5.5% | +1.5% | +7.0% |
| 1Y | +44.6% | -1.6% | +46.3% | +44.5% |
| 3Y | +147.4% | +773.7% | -626.3% | +146.0% |
| 5Y | +133.8% | +187.6% | -53.8% | +132.5% |
| 10Y | +777.5% | -98.5% | +876.0% | +771.2% |
| All | +13,444.1% | -99.9% | +13,544.1% | +13,759.5% |
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 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