+411.4%
RCAT vs RJF
+74.9%
+336.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +8.6% |
| 7D | +1.1% | +3.4% | -2.3% | -2.2% |
| 30D | -22.0% | +5.9% | -28.0% | -26.5% |
| 3M | -51.1% | -4.6% | -46.5% | -49.1% |
| 6M | -56.6% | +9.5% | -66.1% | -61.6% |
| YTD | -43.3% | +6.0% | -49.2% | -47.7% |
| 1Y | -51.5% | +4.3% | -55.8% | -54.1% |
| 3Y | +411.4% | +76.6% | +334.8% | +312.3% |
| All | +411.4% | +74.9% | +336.5% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling