-41.4%
OPEN vs RCAT
+331.8%
-373.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.9% |
| 7D | -15.0% | -5.9% | -9.1% | -13.9% |
| 30D | -40.2% | -19.7% | -20.5% | -38.5% |
| 3M | -67.4% | -62.9% | -4.5% | -60.7% |
| 6M | -74.0% | -59.6% | -14.4% | -69.8% |
| YTD | -79.6% | -52.1% | -27.5% | -77.8% |
| 1Y | -86.1% | -50.9% | -35.2% | -85.0% |
| 3Y | -41.4% | +333.8% | -375.2% | -46.8% |
| All | -41.4% | +331.8% | -373.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling