+10.3%
P vs RCAT
-56.5%
+66.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.3% |
| 7D | -13.3% | -5.6% | -7.7% | -12.6% |
| 30D | -34.0% | -27.0% | -7.0% | -31.0% |
| 3M | +4.1% | -57.9% | +62.0% | +16.8% |
| 6M | +30.5% | -59.4% | +89.9% | +44.6% |
| YTD | +52.2% | -46.9% | +99.1% | +62.5% |
| 1Y | +10.3% | -54.0% | +64.3% | +17.0% |
| All | +10.3% | -56.5% | +66.7% | +17.0% |
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