+63.9%
RBRK vs RCAT
-59.1%
+123.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.3% | +12.4% | +3.9% |
| 7D | -12.5% | -18.5% | +6.0% | -9.4% |
| 30D | -3.0% | -37.0% | +34.0% | +4.6% |
| 3M | +46.9% | -54.9% | +101.8% | +66.9% |
| 6M | +105.4% | -63.6% | +169.0% | +137.3% |
| YTD | +55.6% | -49.6% | +105.1% | +74.6% |
| 1Y | +63.9% | -57.8% | +121.7% | +87.3% |
| All | +63.9% | -59.1% | +123.0% | +87.3% |
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