-67.2%
PL vs RCAT
-63.9%
-3.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.3% | +3.9% | -1.3% |
| 7D | -11.7% | -18.5% | +6.8% | -2.4% |
| 30D | -27.1% | -37.0% | +9.8% | -9.0% |
| 3M | -44.6% | -54.9% | +10.3% | -20.8% |
| 6M | -67.2% | -63.6% | -3.5% | -44.6% |
| All | -67.2% | -63.9% | -3.3% | -44.6% |
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