+47.0%
LLY vs RCAT
-53.5%
+100.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.4% | -7.1% | +4.3% |
| 7D | +0.1% | +1.1% | -1.1% | 0.0% |
| 30D | +19.7% | -22.0% | +41.7% | +19.4% |
| 3M | +19.3% | -51.1% | +70.4% | +18.4% |
| 6M | +49.3% | -56.6% | +105.9% | +48.7% |
| YTD | +32.0% | -43.3% | +75.3% | +35.1% |
| All | +47.0% | -53.5% | +100.5% | +49.2% |
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