-57.8%
RCAT vs RACE
+10.6%
-68.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.3% | -14.6% | -11.7% |
| 7D | -18.5% | +9.9% | -28.4% | -21.3% |
| 30D | -37.0% | +12.8% | -49.8% | -39.7% |
| 3M | -54.9% | +7.4% | -62.2% | -56.0% |
| 6M | -63.6% | +27.6% | -91.2% | -66.4% |
| YTD | -49.6% | +18.4% | -67.9% | -53.2% |
| 1Y | -57.8% | +9.5% | -67.3% | -59.2% |
| All | -57.8% | +10.6% | -68.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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