+119.4%
INDA vs RCAT
-100.0%
+219.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +1.7% |
| 7D | +6.6% | -12.7% | +19.4% | +6.7% |
| 30D | +10.4% | -34.3% | +44.7% | +10.5% |
| 3M | +1.5% | -53.4% | +54.9% | +1.8% |
| 6M | +1.7% | -62.0% | +63.7% | +2.0% |
| YTD | -5.8% | -49.1% | +43.2% | -5.8% |
| 1Y | -5.1% | -53.1% | +48.0% | -5.0% |
| 3Y | +16.0% | +318.7% | -302.7% | +14.5% |
| 5Y | +9.3% | +48.5% | -39.2% | +8.1% |
| 10Y | +102.1% | -99.6% | +201.8% | +91.8% |
| All | +119.4% | -100.0% | +219.3% | +91.9% |
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