+34.2%
ORCL vs RCAT
+65.1%
-30.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.0% |
| 7D | -6.5% | -5.6% | -0.9% | -6.3% |
| 30D | -16.6% | -27.0% | +10.5% | -14.6% |
| 3M | -21.6% | -57.9% | +36.3% | -16.5% |
| 6M | -39.4% | -59.4% | +20.0% | -35.6% |
| YTD | -38.7% | -46.9% | +8.3% | -36.3% |
| 1Y | -50.4% | -54.0% | +3.7% | -48.2% |
| 3Y | +8.1% | +378.4% | -370.3% | +0.4% |
| All | +34.2% | +65.1% | -30.9% | +29.3% |
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