-57.8%
RCAT vs RBA
-2.0%
-55.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.1% | -12.4% | -11.1% |
| 7D | -18.5% | +12.7% | -31.2% | -22.7% |
| 30D | -37.0% | +15.5% | -52.5% | -41.0% |
| 3M | -54.9% | -14.0% | -40.8% | -51.0% |
| 6M | -63.6% | -8.8% | -54.8% | -63.2% |
| YTD | -49.6% | -6.9% | -42.6% | -53.8% |
| 1Y | -57.8% | -3.0% | -54.8% | -62.6% |
| All | -57.8% | -2.0% | -55.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling