-54.0%
RCAT vs COO
-9.3%
-44.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.5% |
| 7D | -5.6% | +4.5% | -10.1% | -5.2% |
| 30D | -27.0% | +16.9% | -44.0% | -26.7% |
| 3M | -57.9% | -16.7% | -41.2% | -56.7% |
| 6M | -59.4% | +5.9% | -65.4% | -60.4% |
| YTD | -46.9% | -22.4% | -24.5% | -39.3% |
| 1Y | -54.0% | -10.1% | -43.9% | -50.4% |
| All | -54.0% | -9.3% | -44.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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