+7,870.6%
IDXX vs RCAT
-100.0%
+7,970.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -4.3% | -5.4% | +1.1% | -4.3% |
| 30D | -13.7% | -24.2% | +10.5% | -13.7% |
| 3M | -9.1% | -25.8% | +16.8% | -9.1% |
| 6M | -15.4% | -44.9% | +29.5% | -15.4% |
| YTD | -25.1% | +1.9% | -27.0% | -25.1% |
| 1Y | -20.6% | -5.2% | -15.4% | -20.6% |
| 3Y | +8.7% | +759.6% | -750.8% | +8.9% |
| 5Y | -25.7% | +187.5% | -213.2% | -25.6% |
| 10Y | +360.6% | -98.5% | +459.1% | +374.4% |
| All | +7,870.6% | -100.0% | +7,970.6% | +8,752.2% |
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 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