-35.5%
MOD vs RCAT
-56.5%
+21.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -1.5% |
| 7D | -17.8% | -5.6% | -12.2% | -16.8% |
| 30D | -43.2% | -27.0% | -16.2% | -39.9% |
| 3M | -46.0% | -57.9% | +11.9% | -37.8% |
| 6M | -62.2% | -59.4% | -2.8% | -57.1% |
| YTD | -22.8% | -46.9% | +24.1% | -25.5% |
| 1Y | -35.5% | -54.0% | +18.6% | -35.9% |
| All | -35.5% | -56.5% | +21.0% | -35.9% |
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