+762.9%
RCAT vs RBA
+36.9%
+726.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -1.4% | -2.9% | +1.5% | +0.7% |
| 30D | -3.3% | -12.3% | +8.9% | +5.7% |
| 3M | -43.2% | -20.5% | -22.7% | -35.4% |
| 6M | -43.2% | -18.5% | -24.6% | -36.8% |
| YTD | +5.5% | -18.2% | +23.8% | +16.3% |
| 1Y | -1.6% | -27.5% | +25.9% | +20.7% |
| All | +762.9% | +36.9% | +726.0% | +739.2% |
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