+54.8%
RCAT vs RACE
+65.0%
-10.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.5% | +20.1% | +19.2% |
| 7D | -12.7% | +5.1% | -17.8% | -14.6% |
| 30D | -34.3% | +7.7% | -42.0% | -36.3% |
| 3M | -53.4% | +2.2% | -55.6% | -53.9% |
| 6M | -62.0% | +23.8% | -85.7% | -65.0% |
| YTD | -49.1% | +13.9% | -63.0% | -52.5% |
| 1Y | -53.1% | +3.8% | -56.9% | -54.6% |
| 3Y | +318.7% | +28.0% | +290.6% | +240.8% |
| All | +54.8% | +65.0% | -10.2% | +7.3% |
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 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