+378.4%
RCAT vs RBA
+51.9%
+326.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | -5.6% | +3.2% | -8.8% | -7.9% |
| 30D | -27.0% | +12.0% | -39.0% | -33.5% |
| 3M | -57.9% | +2.9% | -60.8% | -59.3% |
| 6M | -59.4% | -6.3% | -53.1% | -59.1% |
| YTD | -46.9% | -5.9% | -41.0% | -47.8% |
| 1Y | -54.0% | -3.9% | -50.2% | -55.7% |
| 3Y | +378.4% | +64.9% | +313.5% | +247.3% |
| All | +378.4% | +51.9% | +326.6% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling