+476.6%
MOD vs RCAT
-100.0%
+576.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.7% | -0.5% |
| 7D | +16.1% | +15.6% | +0.5% | +16.1% |
| 30D | -38.5% | -24.1% | -14.4% | -38.5% |
| 3M | -46.8% | -61.9% | +15.0% | -46.7% |
| 6M | -61.6% | -64.3% | +2.7% | -61.5% |
| YTD | -20.5% | -50.4% | +29.8% | -20.4% |
| 1Y | -28.0% | -54.0% | +26.0% | -27.9% |
| 3Y | +134.9% | +347.2% | -212.2% | +134.4% |
| 5Y | +833.2% | +45.7% | +787.4% | +831.5% |
| 10Y | +834.8% | -99.7% | +934.5% | +816.2% |
| All | +476.6% | -100.0% | +576.6% | +392.6% |
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