+39.1%
O vs RCAT
+331.8%
-292.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.8% |
| 7D | -0.4% | -5.9% | +5.6% | -0.4% |
| 30D | +7.1% | -19.7% | +26.8% | +7.1% |
| 3M | -5.2% | -62.9% | +57.6% | -5.5% |
| 6M | -1.8% | -59.6% | +57.8% | -2.0% |
| YTD | +9.1% | -52.1% | +61.1% | +8.6% |
| 1Y | +9.7% | -50.9% | +60.6% | +9.2% |
| 3Y | +39.1% | +333.8% | -294.6% | +40.0% |
| All | +39.1% | +331.8% | -292.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling