-100.0%
RCAT vs ARWR
+489.3%
-589.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -6.8% | -8.1% | -14.6% |
| 7D | -32.6% | -5.0% | -27.6% | -32.4% |
| 30D | -46.3% | -6.6% | -39.7% | -46.1% |
| 3M | -60.7% | -33.9% | -26.8% | -60.0% |
| 6M | -67.4% | -23.3% | -44.0% | -67.0% |
| YTD | -57.1% | -13.5% | -43.6% | -56.9% |
| 1Y | -63.8% | +42.5% | -106.3% | -64.3% |
| 3Y | +268.1% | +104.1% | +164.0% | +253.4% |
| 5Y | +25.2% | -28.8% | +54.0% | +23.6% |
| 10Y | -99.7% | +911.6% | -1,011.3% | -99.7% |
| All | -100.0% | +489.3% | -589.3% | -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