-8.8%
JD vs RCAT
-51.9%
+43.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | +0.4% | +7.2% | -6.8% | +0.2% |
| 30D | +4.2% | -20.4% | +24.6% | +4.7% |
| 3M | -12.8% | -59.8% | +47.0% | -11.0% |
| 6M | -8.8% | -61.9% | +53.1% | -6.9% |
| YTD | +0.5% | -45.9% | +46.4% | -2.7% |
| 1Y | -8.8% | -50.5% | +41.8% | -11.6% |
| All | -8.8% | -51.9% | +43.1% | -11.6% |
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 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