+192.8%
INTC vs RCAT
-100.0%
+292.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +18.6% | -10.9% | +7.6% |
| 7D | -14.4% | -12.7% | -1.7% | -14.4% |
| 30D | -50.2% | -34.3% | -15.9% | -50.2% |
| 3M | -43.6% | -53.4% | +9.8% | -43.5% |
| 6M | -50.2% | -62.0% | +11.8% | -50.0% |
| YTD | +52.5% | -49.1% | +101.6% | +52.8% |
| 1Y | +51.1% | -53.1% | +104.3% | +51.4% |
| 3Y | +50.3% | +318.7% | -268.4% | +49.2% |
| 5Y | +19.2% | +48.5% | -29.4% | +18.4% |
| 10Y | +105.1% | -99.6% | +204.7% | +97.5% |
| All | +192.8% | -100.0% | +292.8% | +140.9% |
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