+25.2%
RCAT vs RACE
+65.1%
-39.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -2.3% | -12.6% | -14.0% |
| 7D | -32.6% | +5.7% | -38.2% | -34.1% |
| 30D | -46.3% | +9.3% | -55.6% | -48.2% |
| 3M | -60.7% | +3.8% | -64.5% | -61.3% |
| 6M | -67.4% | +29.8% | -97.1% | -70.5% |
| YTD | -57.1% | +15.6% | -72.7% | -60.1% |
| 1Y | -63.8% | +5.1% | -68.8% | -65.0% |
| 3Y | +268.1% | +30.8% | +237.3% | +197.0% |
| 5Y | +25.2% | +67.4% | -42.2% | -13.1% |
| All | +25.2% | +65.1% | -39.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling