+449.6%
P vs RCAT
-99.4%
+549.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -14.9% | -1.5% | -16.2% |
| 7D | -31.9% | -32.6% | +0.7% | -31.6% |
| 30D | -36.5% | -46.3% | +9.8% | -36.1% |
| 3M | +11.6% | -60.7% | +72.3% | +12.8% |
| 6M | +25.2% | -67.4% | +92.6% | +26.6% |
| YTD | +39.4% | -57.1% | +96.5% | +40.4% |
| 1Y | -3.7% | -63.8% | +60.1% | -2.9% |
| 3Y | +167.3% | +268.1% | -100.8% | +162.2% |
| 5Y | +237.3% | +25.2% | +212.1% | +232.2% |
| 10Y | +698.6% | -99.7% | +798.3% | +645.2% |
| All | +449.6% | -99.4% | +549.1% | +411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling