+134.2%
RBRK vs RCAT
+434.2%
-300.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.4% |
| 7D | -7.5% | -4.9% | -2.6% | -6.9% |
| 30D | -10.4% | -22.9% | +12.4% | -7.5% |
| 3M | +21.3% | -33.7% | +55.0% | +26.7% |
| 6M | +50.6% | -50.7% | +101.4% | +60.1% |
| YTD | +13.3% | +0.4% | +12.9% | +10.1% |
| 1Y | +11.2% | -27.6% | +38.9% | +10.1% |
| All | +134.2% | +434.2% | -300.0% | +97.9% |
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 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