+47.9%
RCAT vs ARWR
-34.9%
+82.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.8% | -3.7% |
| 7D | -5.9% | -17.8% | +11.9% | -2.7% |
| 30D | -19.7% | -18.1% | -1.5% | -16.7% |
| 3M | -62.9% | -44.2% | -18.7% | -58.4% |
| 6M | -59.6% | -38.6% | -20.9% | -55.8% |
| YTD | -52.1% | -28.0% | -24.0% | -49.5% |
| 1Y | -50.9% | +16.1% | -67.0% | -52.9% |
| 3Y | +333.8% | +84.0% | +249.8% | +252.7% |
| All | +47.9% | -34.9% | +82.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling