+1,602.9%
NET vs RCAT
+218.4%
+1,384.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | +9.9% | -4.9% | +14.8% | +10.1% |
| 30D | -1.6% | -22.9% | +21.3% | -0.8% |
| 3M | +34.8% | -33.7% | +68.5% | +36.3% |
| 6M | +43.9% | -50.7% | +94.7% | +46.3% |
| YTD | +55.5% | +0.4% | +55.1% | +54.2% |
| 1Y | +36.5% | -27.6% | +64.1% | +36.1% |
| 3Y | +368.3% | +753.2% | -384.9% | +334.6% |
| 5Y | +140.5% | +183.3% | -42.8% | +124.1% |
| All | +1,602.9% | +218.4% | +1,384.5% | +1,304.1% |
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