+1,497.4%
IT vs RCAT
-100.0%
+1,597.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 6M | +11.7% | -43.2% | +54.9% | +11.7% |
| YTD | -26.1% | +5.5% | -31.7% | -26.2% |
| 1Y | -21.3% | -1.6% | -19.6% | -21.3% |
| 3Y | -46.7% | +773.7% | -820.4% | -47.0% |
| 5Y | -40.5% | +187.6% | -228.1% | -40.8% |
| 10Y | +103.9% | -98.5% | +202.3% | +100.7% |
| All | +1,497.4% | -100.0% | +1,597.4% | +1,549.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling