+321.2%
MOD vs RCAT
+762.9%
-441.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.5% |
| 7D | +9.6% | -1.4% | +11.0% | +9.7% |
| 30D | 0.0% | -3.3% | +3.4% | +0.3% |
| 3M | -35.4% | -43.2% | +7.8% | -32.2% |
| 6M | -7.3% | -43.2% | +35.9% | -4.0% |
| YTD | +45.8% | +5.5% | +40.3% | +40.2% |
| 1Y | +43.1% | -1.6% | +44.8% | +36.8% |
| All | +321.2% | +762.9% | -441.7% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling