-54.0%
RCAT vs ADVB
-73.6%
+19.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.4% | -6.5% |
| 7D | -5.6% | -4.1% | -1.5% | -5.7% |
| 30D | -27.0% | -60.3% | +33.2% | -28.1% |
| 3M | -57.9% | -73.3% | +15.4% | -58.8% |
| 6M | -59.4% | -65.9% | +6.5% | -59.6% |
| YTD | -46.9% | -63.9% | +17.0% | -43.9% |
| 1Y | -54.0% | -74.1% | +20.1% | -47.0% |
| All | -54.0% | -73.6% | +19.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling