-60.7%
RCAT vs FIVE
+7.4%
-68.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.3% | -10.6% | -14.8% |
| 7D | -32.6% | -1.7% | -30.8% | -31.8% |
| 30D | -46.3% | +14.9% | -61.2% | -45.0% |
| 3M | -60.7% | +7.6% | -68.3% | -59.7% |
| All | -60.7% | +7.4% | -68.1% | -59.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling