+1,989.4%
ON vs RCAT
-100.0%
+2,089.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.2% | +0.4% |
| 7D | -11.7% | -12.7% | +1.1% | -11.6% |
| 30D | -23.3% | -34.3% | +11.0% | -23.1% |
| 3M | -19.2% | -53.4% | +34.2% | -18.8% |
| 6M | -40.1% | -62.0% | +21.8% | -39.9% |
| YTD | +16.9% | -49.1% | +66.0% | +17.2% |
| 1Y | +29.7% | -53.1% | +82.9% | +30.0% |
| 3Y | -4.4% | +318.7% | -323.1% | -5.8% |
| 5Y | +7.1% | +48.5% | -41.5% | +5.8% |
| 10Y | +447.2% | -99.6% | +546.8% | +405.6% |
| All | +1,989.4% | -100.0% | +2,089.4% | +1,333.4% |
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