+122.4%
M vs RCAT
-100.0%
+222.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.6% |
| 7D | +4.7% | -1.4% | +6.1% | +4.7% |
| 30D | -9.6% | -3.3% | -6.3% | -9.6% |
| 3M | +0.9% | -43.2% | +44.1% | +0.8% |
| 6M | +22.3% | -43.2% | +65.4% | +22.3% |
| YTD | +6.5% | +5.5% | +1.0% | +6.5% |
| 1Y | +38.8% | -1.6% | +40.4% | +38.8% |
| 3Y | +115.9% | +773.7% | -657.8% | +116.3% |
| 5Y | +28.6% | +187.6% | -159.0% | +28.8% |
| 10Y | -2.5% | -98.5% | +95.9% | +0.1% |
| All | +122.4% | -100.0% | +222.4% | +157.5% |
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