-1.6%
RCAT vs RBA
-26.5%
+24.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -1.4% | -2.9% | +1.5% | +0.3% |
| 30D | -3.3% | -12.3% | +8.9% | +4.0% |
| 3M | -43.2% | -20.5% | -22.7% | -38.0% |
| 6M | -43.2% | -18.5% | -24.6% | -40.1% |
| YTD | +5.5% | -18.2% | +23.8% | +6.4% |
| 1Y | -1.6% | -27.5% | +25.9% | +41.5% |
| All | -1.6% | -26.5% | +24.9% | +41.5% |
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