+21.7%
P vs RCAT
-51.9%
+73.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.1% |
| 7D | -4.7% | +7.2% | -12.0% | -5.9% |
| 30D | -31.4% | -20.4% | -11.0% | -29.2% |
| 3M | -2.6% | -59.8% | +57.1% | +9.4% |
| 6M | +21.9% | -61.9% | +83.8% | +35.7% |
| YTD | +58.9% | -45.9% | +104.8% | +70.4% |
| 1Y | +21.7% | -50.5% | +72.3% | +29.6% |
| All | +21.7% | -51.9% | +73.6% | +29.6% |
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