+25.2%
P vs RCAT
-69.1%
+94.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -14.9% | -1.5% | -12.3% |
| 7D | -31.9% | -32.6% | +0.7% | -24.6% |
| 30D | -36.5% | -46.3% | +9.8% | -26.9% |
| 3M | +11.6% | -60.7% | +72.3% | +36.2% |
| 6M | +25.2% | -67.4% | +92.6% | +59.2% |
| All | +25.2% | -69.1% | +94.3% | +59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling