-57.8%
RCAT vs ARWR
+59.7%
-117.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.6% | -13.9% | -11.5% |
| 7D | -18.5% | +2.4% | -20.9% | -19.2% |
| 30D | -37.0% | -1.1% | -35.8% | -36.8% |
| 3M | -54.9% | -31.2% | -23.7% | -49.3% |
| 6M | -63.6% | -19.3% | -44.3% | -61.5% |
| YTD | -49.6% | -7.1% | -42.4% | -49.0% |
| 1Y | -57.8% | +62.9% | -120.7% | -65.5% |
| All | -57.8% | +59.7% | -117.5% | -65.5% |
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