-1.6%
RCAT vs ARWR
+208.4%
-210.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | -3.3% | -0.7% | -2.7% | -3.0% |
| 3M | -43.2% | +14.9% | -58.1% | -46.2% |
| 6M | -43.2% | +32.6% | -75.8% | -49.0% |
| YTD | +5.5% | +30.0% | -24.5% | -4.7% |
| 1Y | -1.6% | +208.4% | -210.0% | -27.1% |
| All | -1.6% | +208.4% | -210.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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