+62.9%
ON vs RCAT
+183.7%
-120.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.6% |
| 30D | -3.3% | -3.3% | +0.1% | -3.1% |
| 3M | -43.6% | -43.2% | -0.4% | -41.4% |
| 6M | +19.0% | -43.2% | +62.1% | +22.1% |
| YTD | +37.4% | +5.5% | +31.8% | +33.6% |
| 1Y | +54.8% | -1.6% | +56.4% | +49.5% |
| 3Y | -25.2% | +773.7% | -798.9% | -37.9% |
| All | +62.9% | +183.7% | -120.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling