-10.3%
M vs RCAT
+46.9%
-57.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +18.6% | -23.2% | -5.6% |
| 7D | -4.3% | -12.7% | +8.5% | -3.7% |
| 30D | +1.3% | -34.3% | +35.6% | +3.4% |
| 3M | -7.4% | -53.4% | +46.0% | -3.9% |
| 6M | +18.3% | -62.0% | +80.3% | +23.2% |
| YTD | +7.6% | -49.1% | +56.6% | +8.2% |
| 1Y | +17.4% | -53.1% | +70.5% | +18.2% |
| 3Y | +108.4% | +318.7% | -210.3% | +65.4% |
| All | -10.3% | +46.9% | -57.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling