+62.6%
IOT vs RCAT
+312.1%
-249.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.5% |
| 7D | +2.8% | +5.4% | -2.6% | +2.3% |
| 30D | -1.8% | -5.6% | +3.8% | -1.5% |
| 3M | +17.9% | -30.2% | +48.1% | +20.8% |
| 6M | +13.5% | -43.4% | +56.9% | +16.9% |
| YTD | +13.3% | +9.6% | +3.6% | +8.1% |
| 1Y | -3.3% | -2.0% | -1.3% | -8.3% |
| 3Y | +31.3% | +825.0% | -793.7% | -15.2% |
| All | +62.6% | +312.1% | -249.5% | +13.2% |
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