+1,334.8%
LOW vs RCAT
-100.0%
+1,434.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -7.0% | -3.3% | -3.7% | -7.0% |
| 3M | -0.9% | -43.2% | +42.3% | -0.8% |
| 6M | -20.1% | -43.2% | +23.1% | -20.1% |
| YTD | -13.9% | +5.5% | -19.5% | -13.9% |
| 1Y | -21.1% | -1.6% | -19.5% | -21.2% |
| 3Y | -6.6% | +773.7% | -780.3% | -6.9% |
| 5Y | +9.4% | +187.6% | -178.3% | +9.0% |
| 10Y | +220.5% | -98.5% | +318.9% | +220.0% |
| All | +1,334.8% | -100.0% | +1,434.8% | +1,470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling