-70.8%
OPEN vs RCAT
+660.9%
-731.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | -16.2% | -3.3% | -12.9% | -16.1% |
| 3M | -36.4% | -43.2% | +6.9% | -34.0% |
| 6M | -35.5% | -43.2% | +7.7% | -33.4% |
| YTD | -46.0% | +5.5% | -51.5% | -46.8% |
| 1Y | -47.1% | -1.6% | -45.5% | -47.6% |
| 3Y | -19.0% | +773.7% | -792.7% | -24.7% |
| 5Y | -83.6% | +187.6% | -271.2% | -84.8% |
| All | -70.8% | +660.9% | -731.8% | -66.2% |
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 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