+57.3%
LLY vs RCAT
-59.1%
+116.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.3% | +10.9% | +0.5% |
| 7D | +10.1% | -18.5% | +28.6% | +9.7% |
| 30D | +24.0% | -37.0% | +61.0% | +23.4% |
| 3M | +27.3% | -54.9% | +82.1% | +26.1% |
| 6M | +47.0% | -63.6% | +110.6% | +45.7% |
| YTD | +32.6% | -49.6% | +82.1% | +36.3% |
| 1Y | +57.3% | -57.8% | +115.2% | +61.1% |
| All | +57.3% | -59.1% | +116.5% | +61.1% |
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