+396.7%
MOD vs RCAT
-100.0%
+496.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.9% | +7.6% | -7.2% |
| 7D | -34.2% | -32.6% | -1.6% | -34.1% |
| 30D | -51.9% | -46.3% | -5.6% | -51.8% |
| 3M | -53.0% | -60.7% | +7.6% | -52.9% |
| 6M | -66.4% | -67.4% | +1.0% | -66.3% |
| YTD | -31.5% | -57.1% | +25.5% | -31.4% |
| 1Y | -39.6% | -63.8% | +24.2% | -39.5% |
| 3Y | +116.8% | +268.1% | -151.3% | +116.4% |
| 5Y | +713.8% | +25.2% | +688.6% | +712.7% |
| 10Y | +882.7% | -99.7% | +982.4% | +862.4% |
| All | +396.7% | -100.0% | +496.7% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling