+23.1%
Q vs RCAT
-66.3%
+89.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +18.6% | -12.3% | +2.8% |
| 7D | +0.3% | -12.7% | +13.0% | +2.3% |
| 30D | -9.8% | -34.3% | +24.5% | -3.5% |
| 3M | -12.2% | -53.4% | +41.2% | -1.1% |
| 6M | -21.6% | -62.0% | +40.3% | -10.2% |
| YTD | +43.6% | -49.1% | +92.6% | +51.7% |
| 1Y | +25.7% | -53.1% | +78.8% | +31.6% |
| All | +23.1% | -66.3% | +89.4% | +30.8% |
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