+762.9%
RCAT vs RACE
+36.9%
+726.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -1.4% | -2.5% | +1.1% | -0.7% |
| 30D | -3.3% | +0.8% | -4.1% | -3.5% |
| 3M | -43.2% | +17.2% | -60.4% | -45.4% |
| 6M | -43.2% | +13.6% | -56.8% | -45.5% |
| YTD | +5.5% | +12.2% | -6.7% | +1.2% |
| 1Y | -1.6% | -16.3% | +14.6% | +0.8% |
| All | +762.9% | +36.9% | +726.0% | +695.0% |
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