+28.6%
P vs RCAT
-54.8%
+83.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.3% |
| 7D | +11.6% | -5.9% | +17.6% | +12.6% |
| 30D | -23.7% | -19.7% | -4.0% | -21.1% |
| 3M | -8.0% | -62.9% | +54.9% | +4.6% |
| 6M | +27.9% | -59.6% | +87.5% | +42.3% |
| YTD | +61.2% | -52.1% | +113.2% | +78.1% |
| 1Y | +28.6% | -50.9% | +79.5% | +40.5% |
| All | +28.6% | -54.8% | +83.4% | +40.5% |
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