-16.8%
OPEN vs RCAT
+762.9%
-779.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -4.3% | -1.4% | -2.8% | -4.0% |
| 30D | -16.2% | -3.3% | -12.9% | -15.9% |
| 3M | -36.4% | -43.2% | +6.9% | -29.3% |
| 6M | -35.5% | -43.2% | +7.7% | -29.9% |
| YTD | -46.0% | +5.5% | -51.5% | -49.5% |
| 1Y | -47.1% | -1.6% | -45.5% | -50.0% |
| All | -16.8% | +762.9% | -779.7% | -38.1% |
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