-25.5%
RCAT vs ADVB
-95.9%
+70.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +42.7% | -50.9% | -7.8% |
| 7D | +15.6% | +74.2% | -58.6% | +16.2% |
| 30D | -24.1% | -35.9% | +11.7% | -24.8% |
| 3M | -61.9% | -56.4% | -5.4% | -62.5% |
| 6M | -64.3% | -36.7% | -27.6% | -64.2% |
| YTD | -50.4% | -43.3% | -7.1% | -49.8% |
| 1Y | -54.0% | -63.4% | +9.4% | -53.5% |
| All | -25.5% | -95.9% | +70.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling