+44.1%
IR vs RCAT
+46.9%
-2.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +18.6% | -17.3% | +0.5% |
| 7D | +3.7% | -12.7% | +16.4% | +4.2% |
| 30D | +7.4% | -34.3% | +41.8% | +9.3% |
| 3M | -5.9% | -53.4% | +47.5% | -2.9% |
| 6M | +5.6% | -62.0% | +67.5% | +9.2% |
| YTD | +4.8% | -49.1% | +53.9% | +5.8% |
| 1Y | +6.9% | -53.1% | +60.1% | +8.0% |
| 3Y | +27.6% | +318.7% | -291.1% | +13.2% |
| All | +44.1% | +46.9% | -2.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling