+45.4%
ON vs RCAT
+1.5%
+44.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -4.9% |
| 7D | -2.2% | +5.4% | -7.6% | -2.8% |
| 30D | -12.4% | -5.6% | -6.8% | -12.0% |
| 3M | -41.2% | -30.2% | -11.0% | -39.4% |
| 6M | +25.0% | -43.4% | +68.4% | +29.5% |
| YTD | +31.3% | +9.6% | +21.6% | +24.0% |
| 1Y | +45.4% | -2.0% | +47.4% | +40.0% |
| All | +45.4% | +1.5% | +44.0% | +40.0% |
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