-98.5%
RCAT vs ARWR
+1,099.2%
-1,197.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.4% | +1.7% | -3.1% | -1.9% |
| 30D | -3.3% | -0.7% | -2.7% | -3.1% |
| 3M | -43.2% | +14.9% | -58.1% | -45.5% |
| 6M | -43.2% | +32.6% | -75.8% | -47.6% |
| YTD | +5.5% | +30.0% | -24.5% | -2.5% |
| 1Y | -1.6% | +208.4% | -210.0% | -27.3% |
| 3Y | +773.7% | +208.8% | +564.9% | +484.3% |
| 5Y | +187.6% | +27.8% | +159.8% | +120.6% |
| All | -98.5% | +1,099.2% | -1,197.6% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling