+11.2%
P vs RCAT
-53.5%
+64.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.4% | -5.1% | +4.2% |
| 7D | -9.6% | +1.1% | -10.7% | -10.0% |
| 30D | -33.4% | -22.0% | -11.4% | -31.2% |
| 3M | +14.2% | -51.1% | +65.3% | +25.4% |
| 6M | +31.6% | -56.6% | +88.2% | +44.1% |
| YTD | +53.5% | -43.3% | +96.7% | +62.0% |
| All | +11.2% | -53.5% | +64.7% | +16.6% |
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