-23.0%
IDXX vs RCAT
+182.3%
-205.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -5.7% | -4.9% | -0.8% | -5.6% |
| 30D | -11.5% | -22.9% | +11.3% | -11.1% |
| 3M | -9.5% | -33.7% | +24.2% | -8.9% |
| 6M | -16.0% | -50.7% | +34.8% | -15.1% |
| YTD | -25.4% | +0.4% | -25.8% | -26.3% |
| 1Y | -21.8% | -27.6% | +5.9% | -22.5% |
| 3Y | +7.0% | +753.2% | -746.1% | -2.0% |
| All | -23.0% | +182.3% | -205.2% | -29.2% |
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