-57.8%
RCAT vs FIVE
+63.3%
-121.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.7% | -17.0% | -12.0% |
| 7D | -18.5% | +7.5% | -26.0% | -20.2% |
| 30D | -37.0% | +16.7% | -53.7% | -39.7% |
| 3M | -54.9% | +13.4% | -68.2% | -57.1% |
| 6M | -63.6% | +9.0% | -72.7% | -64.8% |
| YTD | -49.6% | +33.8% | -83.4% | -61.5% |
| 1Y | -57.8% | +61.2% | -119.0% | -76.6% |
| All | -57.8% | +63.3% | -121.1% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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