+202.6%
LUV vs RCAT
-100.0%
+302.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | +1.1% | -5.9% | +7.0% | +1.1% |
| 30D | +14.2% | -19.7% | +33.9% | +14.3% |
| 3M | +0.6% | -62.9% | +63.5% | +0.8% |
| 6M | +15.1% | -59.6% | +74.6% | +15.2% |
| YTD | +10.2% | -52.1% | +62.3% | +10.2% |
| 1Y | +38.4% | -50.9% | +89.3% | +38.5% |
| 3Y | +107.5% | +333.8% | -226.3% | +106.6% |
| 5Y | +1.1% | +40.7% | -39.6% | +0.7% |
| 10Y | +16.0% | -99.8% | +115.8% | +14.6% |
| All | +202.6% | -100.0% | +302.6% | +204.6% |
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