-66.4%
MOD vs RCAT
-69.1%
+2.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.9% | +7.6% | -2.9% |
| 7D | -34.2% | -32.6% | -1.6% | -26.2% |
| 30D | -51.9% | -46.3% | -5.6% | -43.5% |
| 3M | -53.0% | -60.7% | +7.6% | -41.5% |
| 6M | -66.4% | -67.4% | +1.0% | -56.8% |
| All | -66.4% | -69.1% | +2.8% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling