+762.9%
RCAT vs FIVE
+50.0%
+712.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.7% |
| 7D | -1.4% | +4.3% | -5.7% | -2.9% |
| 30D | -3.3% | +12.5% | -15.9% | -7.6% |
| 3M | -43.2% | +31.2% | -74.5% | -48.7% |
| 6M | -43.2% | +14.4% | -57.5% | -46.8% |
| YTD | +5.5% | +33.9% | -28.3% | -6.7% |
| 1Y | -1.6% | +65.1% | -66.7% | -19.3% |
| All | +762.9% | +50.0% | +712.8% | +550.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling