+11.3%
O vs RCAT
-59.1%
+70.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.3% | +13.3% | +2.8% |
| 7D | +5.8% | -18.5% | +24.4% | +5.5% |
| 30D | +10.7% | -37.0% | +47.6% | +10.0% |
| 3M | -4.5% | -54.9% | +50.3% | -5.6% |
| 6M | -4.1% | -63.6% | +59.5% | -5.3% |
| YTD | +9.8% | -49.6% | +59.4% | +6.9% |
| 1Y | +11.3% | -57.8% | +69.1% | +9.1% |
| All | +11.3% | -59.1% | +70.5% | +9.1% |
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 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