-50.9%
RCAT vs RBA
-5.8%
-45.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.8% |
| 7D | -5.9% | +1.7% | -7.7% | -6.4% |
| 30D | -19.7% | +8.3% | -28.0% | -22.1% |
| 3M | -62.9% | +10.5% | -73.4% | -64.3% |
| 6M | -59.6% | -5.9% | -53.7% | -60.1% |
| YTD | -52.1% | -6.9% | -45.2% | -54.8% |
| 1Y | -50.9% | -4.9% | -46.0% | -53.8% |
| All | -50.9% | -5.8% | -45.1% | -53.8% |
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