-40.2%
IT vs RCAT
+183.7%
-223.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 6M | +11.7% | -43.2% | +54.9% | +12.3% |
| YTD | -26.1% | +5.5% | -31.7% | -26.6% |
| 1Y | -21.3% | -1.6% | -19.6% | -21.8% |
| 3Y | -46.7% | +773.7% | -820.4% | -49.7% |
| All | -40.2% | +183.7% | -223.9% | -43.7% |
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