+26.5%
NDAQ vs RCAT
-51.9%
+78.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | 0.0% | +7.2% | -7.3% | -0.1% |
| 30D | +16.3% | -20.4% | +36.7% | +16.6% |
| 3M | +15.8% | -59.8% | +75.6% | +17.3% |
| 6M | +24.8% | -61.9% | +86.7% | +26.6% |
| YTD | +14.1% | -45.9% | +60.0% | +11.5% |
| 1Y | +26.5% | -50.5% | +77.0% | +24.0% |
| All | +26.5% | -51.9% | +78.4% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling