+642.3%
LYB vs RCAT
-99.5%
+741.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -3.1% |
| 30D | +4.0% | -18.7% | +22.7% | +4.1% |
| 3M | +2.4% | -29.3% | +31.7% | +2.5% |
| 6M | -1.4% | -42.3% | +40.9% | -1.3% |
| YTD | +53.9% | +2.5% | +51.4% | +53.7% |
| 1Y | +26.1% | -5.7% | +31.8% | +25.8% |
| 3Y | -21.0% | +764.9% | -785.9% | -22.1% |
| 5Y | -0.7% | +182.3% | -183.0% | -1.9% |
| 10Y | +49.3% | -98.5% | +147.7% | +41.0% |
| All | +642.3% | -99.5% | +741.8% | +634.9% |
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 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