+2,354.8%
ON vs RCAT
-100.0%
+2,454.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +2.4% | -1.4% | +3.9% | +2.4% |
| 30D | -3.3% | -3.3% | +0.1% | -3.3% |
| 3M | -43.6% | -43.2% | -0.4% | -43.4% |
| 6M | +19.0% | -43.2% | +62.1% | +19.2% |
| YTD | +37.4% | +5.5% | +31.8% | +37.1% |
| 1Y | +54.8% | -1.6% | +56.4% | +54.4% |
| 3Y | -25.2% | +773.7% | -798.9% | -26.5% |
| 5Y | +62.7% | +187.6% | -124.9% | +60.1% |
| 10Y | +574.3% | -98.5% | +672.8% | +518.7% |
| All | +2,354.8% | -100.0% | +2,454.8% | +1,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling