+140.3%
RBRK vs RCAT
+442.3%
-302.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.5% | -5.4% | +1.9% | -2.9% |
| 30D | -8.3% | -24.2% | +15.9% | -5.1% |
| 3M | +24.7% | -25.8% | +50.5% | +28.5% |
| 6M | +58.9% | -44.9% | +103.8% | +66.9% |
| YTD | +16.3% | +1.9% | +14.4% | +12.8% |
| 1Y | +10.1% | -5.2% | +15.3% | +5.1% |
| All | +140.3% | +442.3% | -302.0% | +102.7% |
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