+449.1%
PL vs RCAT
+762.9%
-313.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -9.3% | -1.4% | -7.9% | -9.1% |
| 30D | -18.9% | -3.3% | -15.6% | -18.7% |
| 3M | -58.4% | -43.2% | -15.2% | -53.5% |
| 6M | -30.3% | -43.2% | +12.9% | -24.2% |
| YTD | -8.1% | +5.5% | -13.7% | -10.3% |
| 1Y | +180.5% | -1.6% | +182.1% | +175.5% |
| All | +449.1% | +762.9% | -313.8% | +344.4% |
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