+37.2%
M vs RCAT
-59.1%
+96.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -10.3% | +17.9% | +7.9% |
| 7D | +8.3% | -18.5% | +26.8% | +8.9% |
| 30D | +14.2% | -37.0% | +51.1% | +15.7% |
| 3M | -1.1% | -54.9% | +53.7% | +1.1% |
| 6M | +36.6% | -63.6% | +100.2% | +40.2% |
| YTD | +19.8% | -49.6% | +69.3% | +18.0% |
| 1Y | +37.2% | -57.8% | +95.0% | +37.4% |
| All | +37.2% | -59.1% | +96.3% | +37.4% |
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 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