+137.7%
GOOGL vs RCAT
+192.8%
-55.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | +1.1% | +5.4% | -4.3% | +0.9% |
| 30D | -4.4% | -5.6% | +1.2% | -4.3% |
| 3M | -6.8% | -30.2% | +23.4% | -5.9% |
| 6M | +13.6% | -43.4% | +57.0% | +14.8% |
| YTD | +8.3% | +9.6% | -1.3% | +6.3% |
| 1Y | +44.9% | -2.0% | +46.9% | +41.8% |
| 3Y | +150.5% | +825.0% | -674.5% | +123.7% |
| 5Y | +137.7% | +199.8% | -62.1% | +115.2% |
| All | +137.7% | +192.8% | -55.0% | +115.2% |
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