-30.3%
PL vs RCAT
-44.6%
+14.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -9.3% | -1.4% | -7.9% | -8.9% |
| 30D | -18.9% | -3.3% | -15.6% | -18.7% |
| 3M | -58.4% | -43.2% | -15.2% | -51.2% |
| 6M | -30.3% | -43.2% | +12.9% | -22.6% |
| All | -30.3% | -44.6% | +14.3% | -22.6% |
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