-50.9%
RCAT vs ARWR
+20.5%
-71.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -15.3% | +26.7% | +15.9% |
| 7D | +1.1% | -17.3% | +18.5% | +6.4% |
| 30D | -22.0% | -21.5% | -0.5% | -16.5% |
| 3M | -51.1% | -43.8% | -7.3% | -41.9% |
| 6M | -56.6% | -32.3% | -24.3% | -51.7% |
| YTD | -43.3% | -25.8% | -17.4% | -38.8% |
| All | -50.9% | +20.5% | -71.4% | -55.4% |
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