-54.0%
RCAT vs RJF
+4.3%
-58.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.6% |
| 7D | -5.6% | +4.0% | -9.6% | -8.1% |
| 30D | -27.0% | +6.1% | -33.2% | -30.0% |
| 3M | -57.9% | -5.8% | -52.1% | -55.8% |
| 6M | -59.4% | +9.7% | -69.1% | -62.8% |
| YTD | -46.9% | +6.2% | -53.1% | -53.1% |
| 1Y | -54.0% | +5.3% | -59.3% | -58.4% |
| All | -54.0% | +4.3% | -58.3% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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