+66.2%
NDAQ vs RCAT
+41.8%
+24.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | 0.0% |
| 7D | +1.3% | -5.9% | +7.2% | +1.5% |
| 30D | +18.0% | -19.7% | +37.6% | +18.7% |
| 3M | +11.5% | -62.9% | +74.4% | +15.6% |
| 6M | +21.1% | -59.6% | +80.7% | +24.2% |
| YTD | +12.8% | -52.1% | +64.9% | +13.4% |
| 1Y | +25.7% | -50.9% | +76.6% | +25.8% |
| 3Y | +116.8% | +333.8% | -217.0% | +85.4% |
| All | +66.2% | +41.8% | +24.4% | +49.4% |
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