+11,830.0%
GOOG vs RCAT
-100.0%
+11,930.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.6% |
| 7D | +4.8% | +15.6% | -10.7% | +4.8% |
| 30D | -15.5% | -24.1% | +8.6% | -15.5% |
| 3M | -13.7% | -61.9% | +48.2% | -13.5% |
| 6M | -23.0% | -64.3% | +41.4% | -22.8% |
| YTD | -5.7% | -50.4% | +44.7% | -5.6% |
| 1Y | +3.0% | -54.0% | +57.1% | +3.1% |
| 3Y | +122.4% | +347.2% | -224.8% | +121.3% |
| 5Y | +99.2% | +45.7% | +53.5% | +98.4% |
| 10Y | +690.8% | -99.7% | +790.6% | +686.4% |
| All | +11,830.0% | -100.0% | +11,930.0% | +12,124.5% |
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