+23.9%
IR vs RCAT
+387.5%
-363.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +1.1% | +7.2% | -6.2% | +0.6% |
| 30D | +7.6% | -20.4% | +28.0% | +8.5% |
| 3M | +0.1% | -59.8% | +59.9% | +4.2% |
| 6M | +14.0% | -61.9% | +75.8% | +18.0% |
| YTD | +7.5% | -45.9% | +53.4% | +8.1% |
| 1Y | +10.1% | -50.5% | +60.7% | +10.9% |
| All | +23.9% | +387.5% | -363.6% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling