+1,431.9%
O vs RCAT
-100.0%
+1,531.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -1.9% | -3.3% | +1.5% | -1.9% |
| 3M | +3.8% | -43.2% | +47.1% | +3.9% |
| 6M | -4.7% | -43.2% | +38.4% | -4.7% |
| YTD | +12.5% | +5.5% | +6.9% | +12.5% |
| 1Y | +10.8% | -1.6% | +12.5% | +10.8% |
| 3Y | +28.8% | +773.7% | -744.9% | +28.7% |
| 5Y | +13.2% | +187.6% | -174.4% | +13.1% |
| 10Y | +53.5% | -98.5% | +151.9% | +56.0% |
| All | +1,431.9% | -100.0% | +1,531.9% | +1,567.1% |
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