+30.6%
ORCL vs RCAT
+46.9%
-16.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.8% | -0.7% |
| 7D | -11.2% | -12.7% | +1.6% | -10.3% |
| 30D | -18.8% | -34.3% | +15.5% | -16.2% |
| 3M | -18.8% | -53.4% | +34.6% | -14.2% |
| 6M | -39.7% | -62.0% | +22.2% | -35.7% |
| YTD | -39.6% | -49.1% | +9.4% | -37.1% |
| 1Y | -51.7% | -53.1% | +1.4% | -49.7% |
| 3Y | +10.2% | +318.7% | -308.4% | +3.0% |
| All | +30.6% | +46.9% | -16.3% | +26.7% |
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