+1,536.8%
IT vs RCAT
-100.0%
+1,636.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.5% |
| 7D | -18.8% | +1.1% | -19.9% | -18.8% |
| 30D | -0.1% | -22.0% | +21.9% | 0.0% |
| 3M | +2.9% | -51.1% | +54.1% | +3.0% |
| 6M | +20.4% | -56.6% | +77.0% | +20.5% |
| YTD | -24.3% | -43.3% | +19.0% | -24.3% |
| 1Y | -17.2% | -51.5% | +34.4% | -17.1% |
| 3Y | -52.4% | +411.4% | -463.8% | -52.6% |
| 5Y | -43.7% | +74.4% | -118.1% | -43.9% |
| 10Y | +90.3% | -99.6% | +189.9% | +87.4% |
| All | +1,536.8% | -100.0% | +1,636.8% | +1,591.5% |
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