+9.1%
IR vs RCAT
-59.1%
+68.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.3% | +9.9% | +0.1% |
| 7D | +11.6% | -18.5% | +30.1% | +12.8% |
| 30D | +7.2% | -37.0% | +44.1% | +9.7% |
| 3M | -5.9% | -54.9% | +49.0% | -2.1% |
| 6M | +11.5% | -63.6% | +75.1% | +16.3% |
| YTD | +6.3% | -49.6% | +55.9% | +4.3% |
| 1Y | +9.1% | -57.8% | +66.9% | +8.1% |
| All | +9.1% | -59.1% | +68.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling