+51.4%
PYPL vs RCAT
-99.1%
+150.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -3.0% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | -4.9% | -3.3% | -1.5% | -4.9% |
| 3M | +28.9% | -43.2% | +72.1% | +29.5% |
| 6M | +18.2% | -43.2% | +61.4% | +18.6% |
| YTD | -5.0% | +5.5% | -10.6% | -5.4% |
| 1Y | -18.8% | -1.6% | -17.2% | -19.2% |
| 3Y | -12.6% | +773.7% | -786.3% | -15.2% |
| 5Y | -80.8% | +187.6% | -268.4% | -81.3% |
| 10Y | +49.9% | -98.5% | +148.4% | +37.5% |
| All | +51.4% | -99.1% | +150.5% | +33.1% |
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