-53.1%
RCAT vs RBA
-3.3%
-49.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.3% | +20.0% | +19.1% |
| 7D | -12.7% | +4.3% | -17.0% | -14.4% |
| 30D | -34.3% | +16.3% | -50.6% | -38.8% |
| 3M | -53.4% | +1.3% | -54.7% | -53.7% |
| 6M | -62.0% | -11.1% | -50.9% | -61.0% |
| YTD | -49.1% | -8.5% | -40.6% | -52.5% |
| 1Y | -53.1% | -2.1% | -51.0% | -58.8% |
| All | -53.1% | -3.3% | -49.9% | -58.8% |
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