-2.7%
LQD vs RCAT
-14.2%
+11.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | 0.0% |
| 7D | -1.1% | -4.9% | +3.8% | -1.1% |
| 30D | -1.3% | -22.9% | +21.6% | -1.1% |
| 3M | -3.2% | -33.7% | +30.5% | -3.0% |
| 6M | -2.1% | -50.7% | +48.6% | -2.0% |
| YTD | -2.4% | +0.4% | -2.7% | -2.4% |
| 1Y | -2.7% | -27.6% | +25.0% | -2.9% |
| All | -2.7% | -14.2% | +11.5% | -2.9% |
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