+167.1%
P vs RCAT
+270.1%
-103.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -14.9% | -1.5% | -15.1% |
| 7D | -31.9% | -32.6% | +0.7% | -29.5% |
| 30D | -36.5% | -46.3% | +9.8% | -33.2% |
| 3M | +11.6% | -60.7% | +72.3% | +20.3% |
| 6M | +25.2% | -67.4% | +92.6% | +35.3% |
| YTD | +39.4% | -57.1% | +96.5% | +47.0% |
| 1Y | -3.7% | -63.8% | +60.1% | +2.1% |
| All | +167.1% | +270.1% | -103.0% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling