+45.3%
LLY vs RCAT
-56.7%
+102.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.4% | -0.6% |
| 7D | -4.5% | -12.7% | +8.3% | -4.6% |
| 30D | +13.9% | -34.3% | +48.2% | +13.4% |
| 3M | +13.8% | -53.4% | +67.2% | +12.9% |
| 6M | +37.6% | -62.0% | +99.6% | +36.8% |
| YTD | +26.6% | -49.1% | +75.7% | +30.1% |
| 1Y | +45.3% | -53.1% | +98.5% | +48.7% |
| All | +45.3% | -56.7% | +102.0% | +48.7% |
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