+31.5%
Q vs RCAT
-51.9%
+83.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | +6.6% | +7.2% | -0.7% | +4.8% |
| 30D | +2.7% | -20.4% | +23.1% | +6.3% |
| 3M | -8.4% | -59.8% | +51.4% | +6.3% |
| 6M | -17.3% | -61.9% | +44.6% | -5.2% |
| YTD | +55.3% | -45.9% | +101.2% | +59.3% |
| 1Y | +31.5% | -50.5% | +82.0% | +35.9% |
| All | +31.5% | -51.9% | +83.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling