+7.5%
INDA vs RCAT
+192.8%
-185.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.7% |
| 7D | -1.0% | +5.4% | -6.4% | -1.1% |
| 30D | -2.5% | -5.6% | +3.1% | -2.5% |
| 3M | +4.0% | -30.2% | +34.2% | +4.6% |
| 6M | -1.8% | -43.4% | +41.6% | -1.1% |
| YTD | -9.2% | +9.6% | -18.8% | -10.2% |
| 1Y | -7.2% | -2.0% | -5.2% | -8.5% |
| 3Y | +9.8% | +825.0% | -815.2% | -1.3% |
| 5Y | +7.5% | +199.8% | -192.3% | -2.8% |
| All | +7.5% | +192.8% | -185.3% | -2.8% |
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