+58.4%
NDAQ vs RCAT
+183.7%
-125.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +2.5% | -3.3% | +5.8% | +2.5% |
| 3M | +9.9% | -43.2% | +53.1% | +12.0% |
| 6M | +9.4% | -43.2% | +52.6% | +10.7% |
| YTD | +0.4% | +5.5% | -5.1% | -1.7% |
| 1Y | +4.0% | -1.6% | +5.7% | +1.3% |
| 3Y | +94.4% | +773.7% | -679.3% | +65.3% |
| All | +58.4% | +183.7% | -125.4% | +36.0% |
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 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