+26.4%
P vs RCAT
-2.3%
+28.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | +6.5% | -1.4% | +8.0% | +6.7% |
| 30D | +18.8% | -3.3% | +22.2% | +19.5% |
| 3M | +26.7% | -43.2% | +70.0% | +32.1% |
| 6M | +62.2% | -43.2% | +105.4% | +68.3% |
| YTD | +48.5% | +5.5% | +43.0% | +43.5% |
| 1Y | +26.4% | -1.6% | +28.0% | +24.7% |
| All | +26.4% | -2.3% | +28.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling