+10.6%
IYR vs RCAT
-54.8%
+65.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | +0.6% | -5.9% | +6.5% | +0.6% |
| 30D | +6.6% | -19.7% | +26.2% | +6.5% |
| 3M | -1.8% | -62.9% | +61.0% | -2.2% |
| 6M | +1.4% | -59.6% | +61.0% | +0.9% |
| YTD | +10.5% | -52.1% | +62.6% | +8.9% |
| 1Y | +10.6% | -50.9% | +61.5% | +8.9% |
| All | +10.6% | -54.8% | +65.4% | +8.9% |
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