+38.1%
O vs RCAT
+339.1%
-301.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.4% | -0.7% |
| 7D | +3.7% | -12.7% | +16.4% | +3.7% |
| 30D | +11.2% | -34.3% | +45.5% | +11.1% |
| 3M | -4.0% | -53.4% | +49.4% | -4.1% |
| 6M | -5.2% | -62.0% | +56.7% | -5.4% |
| YTD | +9.5% | -49.1% | +58.5% | +9.0% |
| 1Y | +10.6% | -53.1% | +63.7% | +10.1% |
| 3Y | +38.1% | +318.7% | -280.5% | +44.0% |
| All | +38.1% | +339.1% | -301.0% | +44.0% |
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