+47.6%
ON vs RCAT
-59.1%
+106.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.3% | +8.4% | -0.3% |
| 7D | -5.8% | -18.5% | +12.7% | -3.0% |
| 30D | -17.1% | -37.0% | +19.9% | -11.6% |
| 3M | -11.8% | -54.9% | +43.0% | -2.0% |
| 6M | -30.2% | -63.6% | +33.5% | -21.5% |
| YTD | +31.6% | -49.6% | +81.1% | +35.5% |
| 1Y | +47.6% | -57.8% | +105.4% | +57.9% |
| All | +47.6% | -59.1% | +106.7% | +57.9% |
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