-21.3%
IT vs RCAT
-2.3%
-18.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.6% |
| 7D | -6.0% | -1.4% | -4.6% | -6.0% |
| 30D | 0.0% | -3.3% | +3.4% | 0.0% |
| 3M | +13.1% | -43.2% | +56.3% | +15.3% |
| 6M | +11.7% | -43.2% | +54.9% | +13.1% |
| YTD | -26.1% | +5.5% | -31.7% | -27.4% |
| 1Y | -21.3% | -1.6% | -19.6% | -23.2% |
| All | -21.3% | -2.3% | -18.9% | -23.2% |
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