+275.1%
P vs RCAT
+68.2%
+206.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.3% |
| 7D | -4.7% | +7.2% | -12.0% | -5.3% |
| 30D | -31.4% | -20.4% | -11.0% | -30.2% |
| 3M | -2.6% | -59.8% | +57.1% | +4.0% |
| 6M | +21.9% | -61.9% | +83.8% | +29.5% |
| YTD | +58.9% | -45.9% | +104.8% | +63.4% |
| 1Y | +21.7% | -50.5% | +72.3% | +25.3% |
| 3Y | +193.3% | +387.5% | -194.2% | +163.3% |
| 5Y | +275.1% | +70.9% | +204.2% | +278.7% |
| All | +275.1% | +68.2% | +206.9% | +278.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling