+766.0%
RCAT vs INVH
-9.6%
+775.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.8% |
| 7D | -5.4% | -3.1% | -2.3% | -5.6% |
| 30D | -24.2% | -7.5% | -16.7% | -24.7% |
| 3M | -25.8% | -6.3% | -19.5% | -26.1% |
| 6M | -44.9% | +9.4% | -54.4% | -45.4% |
| YTD | +1.9% | +1.4% | +0.5% | +1.4% |
| 1Y | -5.2% | -4.1% | -1.1% | -4.3% |
| All | +766.0% | -9.6% | +775.6% | +724.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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