-8.8%
IT vs RCAT
-59.1%
+50.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.3% | +11.8% | +1.3% |
| 7D | -5.5% | -18.5% | +13.1% | -5.8% |
| 30D | +10.3% | -37.0% | +47.3% | +9.8% |
| 3M | +11.5% | -54.9% | +66.4% | +10.8% |
| 6M | +40.3% | -63.6% | +103.9% | +40.3% |
| YTD | -17.9% | -49.6% | +31.7% | -16.0% |
| 1Y | -8.8% | -57.8% | +49.0% | -5.6% |
| All | -8.8% | -59.1% | +50.3% | -5.6% |
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 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