+38.9%
ORLY vs RCAT
+331.8%
-293.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | +2.6% | -5.9% | +8.5% | +2.5% |
| 30D | +6.3% | -19.7% | +26.0% | +6.3% |
| 3M | -0.4% | -62.9% | +62.4% | -0.4% |
| 6M | +2.8% | -59.6% | +62.4% | +2.7% |
| YTD | +1.1% | -52.1% | +53.2% | +1.2% |
| 1Y | -6.3% | -50.9% | +44.6% | -6.1% |
| 3Y | +38.9% | +333.8% | -294.9% | +38.7% |
| All | +38.9% | +331.8% | -293.0% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling