+46.8%
IR vs RCAT
+57.4%
-10.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.7% |
| 7D | +4.3% | +15.6% | -11.3% | +3.4% |
| 30D | +8.1% | -24.1% | +32.2% | +9.2% |
| 3M | +0.7% | -61.9% | +62.6% | +4.9% |
| 6M | +16.6% | -64.3% | +80.9% | +21.0% |
| YTD | +7.8% | -50.4% | +58.2% | +8.9% |
| 1Y | +9.9% | -54.0% | +63.9% | +11.1% |
| 3Y | +25.2% | +347.2% | -321.9% | +10.7% |
| 5Y | +46.8% | +45.7% | +1.0% | +37.6% |
| All | +46.8% | +57.4% | -10.6% | +37.6% |
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