+30.8%
IYR vs RCAT
+796.4%
-765.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.4% | +5.4% | -5.8% | -0.5% |
| 30D | -2.5% | -5.6% | +3.1% | -2.5% |
| 3M | +1.5% | -30.2% | +31.7% | +1.9% |
| 6M | +3.9% | -43.4% | +47.2% | +4.3% |
| YTD | +9.5% | +9.6% | -0.1% | +8.3% |
| 1Y | +7.5% | -2.0% | +9.4% | +6.1% |
| 3Y | +30.8% | +825.0% | -794.2% | +24.6% |
| All | +30.8% | +796.4% | -765.6% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling