+1,527.5%
META vs RCAT
-99.9%
+1,627.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.7% |
| 30D | +4.8% | -3.3% | +8.1% | +4.8% |
| 3M | -1.6% | -43.2% | +41.6% | -1.5% |
| 6M | -7.5% | -43.2% | +35.7% | -7.4% |
| YTD | -6.4% | +5.5% | -11.9% | -6.5% |
| 1Y | -17.3% | -1.6% | -15.7% | -17.5% |
| 3Y | +109.9% | +773.7% | -663.8% | +107.7% |
| 5Y | +65.4% | +187.6% | -122.3% | +63.8% |
| 10Y | +391.8% | -98.5% | +490.3% | +389.8% |
| All | +1,527.5% | -99.9% | +1,627.4% | +1,440.5% |
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