+318.7%
RCAT vs RACE
+28.1%
+290.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.5% | +20.1% | +19.0% |
| 7D | -12.7% | +5.1% | -17.8% | -14.0% |
| 30D | -34.3% | +7.7% | -42.0% | -35.7% |
| 3M | -53.4% | +2.2% | -55.6% | -53.7% |
| 6M | -62.0% | +23.8% | -85.7% | -63.9% |
| YTD | -49.1% | +13.9% | -63.0% | -51.4% |
| 1Y | -53.1% | +3.8% | -56.9% | -54.3% |
| 3Y | +318.7% | +28.0% | +290.6% | +304.3% |
| All | +318.7% | +28.1% | +290.5% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling