+43.1%
MOD vs RCAT
-2.3%
+45.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.6% |
| 7D | +9.6% | -1.4% | +11.0% | +9.8% |
| 30D | 0.0% | -3.3% | +3.4% | +0.3% |
| 3M | -35.4% | -43.2% | +7.8% | -31.8% |
| 6M | -7.3% | -43.2% | +35.9% | -3.7% |
| YTD | +45.8% | +5.5% | +40.3% | +36.0% |
| 1Y | +43.1% | -1.6% | +44.8% | +43.3% |
| All | +43.1% | -2.3% | +45.5% | +43.3% |
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