+180.9%
RCAT vs RACE
+93.6%
+87.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.4% |
| 30D | -3.3% | +0.8% | -4.1% | -3.6% |
| 3M | -43.2% | +17.2% | -60.4% | -46.6% |
| 6M | -43.2% | +13.6% | -56.8% | -46.1% |
| YTD | +5.5% | +12.2% | -6.7% | -0.6% |
| 1Y | -1.6% | -16.3% | +14.6% | +3.3% |
| 3Y | +773.7% | +36.4% | +737.3% | +585.5% |
| All | +180.9% | +93.6% | +87.3% | +87.1% |
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