-35.5%
RCAT vs ADVB
-97.6%
+62.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -9.5% | -5.4% | -14.9% |
| 7D | -32.6% | -28.0% | -4.5% | -32.8% |
| 30D | -46.3% | -70.2% | +23.9% | -47.3% |
| 3M | -60.7% | -76.1% | +15.4% | -61.6% |
| 6M | -67.4% | -72.3% | +4.9% | -67.5% |
| YTD | -57.1% | -67.5% | +10.4% | -56.9% |
| 1Y | -63.8% | -78.6% | +14.8% | -63.6% |
| All | -35.5% | -97.6% | +62.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling