-87.0%
OPEN vs RCAT
+267.3%
-354.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +18.6% | -40.4% | -23.2% |
| 7D | -22.2% | -12.7% | -9.5% | -21.9% |
| 30D | -38.3% | -34.3% | -4.0% | -36.7% |
| 3M | -59.4% | -53.4% | -6.0% | -57.3% |
| 6M | -74.4% | -62.0% | -12.4% | -72.8% |
| YTD | -76.0% | -49.1% | -26.9% | -75.2% |
| 1Y | -78.7% | -53.1% | -25.5% | -77.8% |
| 3Y | -30.0% | +318.7% | -348.7% | -31.7% |
| 5Y | -93.7% | +48.5% | -142.3% | -93.9% |
| All | -87.0% | +267.3% | -354.3% | -84.2% |
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