-100.0%
RCAT vs RBA
+3,199.2%
-3,299.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.3% | -14.5% | -14.8% |
| 7D | -32.6% | +7.3% | -39.9% | -34.1% |
| 30D | -46.3% | +16.9% | -63.2% | -48.9% |
| 3M | -60.7% | -0.5% | -60.2% | -60.8% |
| 6M | -67.4% | -10.4% | -56.9% | -66.6% |
| YTD | -57.1% | -7.2% | -49.8% | -56.6% |
| 1Y | -63.8% | -2.2% | -61.5% | -63.9% |
| 3Y | +268.1% | +43.7% | +224.4% | +239.3% |
| 5Y | +25.2% | +38.7% | -13.5% | +14.2% |
| 10Y | -99.7% | +231.7% | -331.4% | -99.8% |
| All | -100.0% | +3,199.2% | -3,299.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling