+42.4%
ON vs RCAT
-53.5%
+95.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +11.4% | -2.2% | +7.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.9% |
| 30D | -10.9% | -22.0% | +11.2% | -8.1% |
| 3M | -14.9% | -51.1% | +36.3% | -6.7% |
| 6M | -33.0% | -56.6% | +23.6% | -26.6% |
| YTD | +27.6% | -43.3% | +70.9% | +28.3% |
| All | +42.4% | -53.5% | +95.8% | +45.5% |
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