-93.6%
OPEN vs RCAT
+46.9%
-140.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +18.6% | -40.4% | -25.5% |
| 7D | -22.2% | -12.7% | -9.5% | -21.4% |
| 30D | -38.3% | -34.3% | -4.0% | -34.0% |
| 3M | -59.4% | -53.4% | -6.0% | -53.6% |
| 6M | -74.4% | -62.0% | -12.4% | -70.1% |
| YTD | -76.0% | -49.1% | -26.9% | -74.4% |
| 1Y | -78.7% | -53.1% | -25.5% | -76.9% |
| 3Y | -30.0% | +318.7% | -348.7% | -51.5% |
| All | -93.6% | +46.9% | -140.5% | -95.2% |
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