+1,530.3%
MOD vs RCAT
+183.7%
+1,346.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -35.4% | -43.2% | +7.8% | -32.5% |
| 6M | -7.3% | -43.2% | +35.9% | -4.3% |
| YTD | +45.8% | +5.5% | +40.3% | +41.1% |
| 1Y | +43.1% | -1.6% | +44.8% | +37.7% |
| 3Y | +297.7% | +773.7% | -476.0% | +227.4% |
| All | +1,530.3% | +183.7% | +1,346.6% | +1,284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling