+35.5%
ITW vs RCAT
+41.8%
-6.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +2.3% | -5.9% | +8.3% | +2.4% |
| 30D | +6.7% | -19.7% | +26.4% | +7.1% |
| 3M | -0.5% | -62.9% | +62.3% | +1.4% |
| 6M | +16.4% | -59.6% | +76.0% | +18.0% |
| YTD | +19.0% | -52.1% | +71.0% | +19.2% |
| 1Y | +20.2% | -50.9% | +71.1% | +20.2% |
| 3Y | +33.1% | +333.8% | -300.7% | +21.9% |
| All | +35.5% | +41.8% | -6.3% | +28.7% |
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