+115.1%
INDA vs RCAT
-99.9%
+215.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -0.8% | -3.3% | +2.6% | -0.8% |
| 3M | +3.9% | -43.2% | +47.2% | +4.1% |
| 6M | -0.7% | -43.2% | +42.5% | -0.6% |
| YTD | -7.7% | +5.5% | -13.2% | -7.8% |
| 1Y | -5.1% | -1.6% | -3.5% | -5.3% |
| 3Y | +13.6% | +773.7% | -760.1% | +11.9% |
| 5Y | +7.8% | +187.6% | -179.8% | +6.3% |
| 10Y | +84.6% | -98.5% | +183.1% | +74.4% |
| All | +115.1% | -99.9% | +215.1% | +87.7% |
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