+118.6%
M vs RCAT
+762.9%
-644.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | +4.7% | -1.4% | +6.1% | +4.8% |
| 30D | -9.6% | -3.3% | -6.3% | -9.6% |
| 3M | +0.9% | -43.2% | +44.1% | +2.8% |
| 6M | +22.3% | -43.2% | +65.4% | +23.7% |
| YTD | +6.5% | +5.5% | +1.0% | +4.1% |
| 1Y | +38.8% | -1.6% | +40.4% | +34.8% |
| All | +118.6% | +762.9% | -644.3% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling