+49.6%
ON vs RCAT
-54.8%
+104.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +1.5% |
| 7D | +17.0% | +15.6% | +1.4% | +14.0% |
| 30D | -3.9% | -24.1% | +20.2% | -0.2% |
| 3M | -11.5% | -61.9% | +50.4% | +0.5% |
| 6M | -29.2% | -64.3% | +35.1% | -20.1% |
| YTD | +36.2% | -50.4% | +86.5% | +39.5% |
| 1Y | +49.6% | -54.0% | +103.7% | +54.0% |
| All | +49.6% | -54.8% | +104.4% | +54.0% |
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 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