-98.6%
RCAT vs INVH
+79.7%
-178.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +5.4% | -3.1% | +8.5% | +6.5% |
| 30D | -5.6% | -7.1% | +1.5% | -3.3% |
| 3M | -30.2% | -3.0% | -27.3% | -29.9% |
| 6M | -43.4% | +10.1% | -53.5% | -46.0% |
| YTD | +9.6% | +3.8% | +5.8% | +6.3% |
| 1Y | -2.0% | -2.1% | +0.1% | -2.9% |
| 3Y | +825.0% | -7.0% | +832.0% | +814.1% |
| 5Y | +199.8% | -20.6% | +220.4% | +214.7% |
| All | -98.6% | +79.7% | -178.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling