-100.0%
RCAT vs ARWR
+496.5%
-596.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +1.2% | +17.4% | +18.6% |
| 7D | -12.7% | -2.9% | -9.8% | -12.6% |
| 30D | -34.3% | -5.4% | -28.9% | -34.1% |
| 3M | -53.4% | -32.2% | -21.2% | -52.7% |
| 6M | -62.0% | -26.5% | -35.4% | -61.5% |
| YTD | -49.1% | -12.4% | -36.7% | -48.9% |
| 1Y | -53.1% | +46.9% | -100.0% | -53.9% |
| 3Y | +318.7% | +116.0% | +202.7% | +301.2% |
| 5Y | +48.5% | -28.0% | +76.5% | +46.5% |
| 10Y | -99.6% | +923.9% | -1,023.6% | -99.7% |
| All | -100.0% | +496.5% | -596.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling