+825.0%
RCAT vs RJF
+76.7%
+748.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.7% |
| 7D | +5.4% | +1.8% | +3.6% | +3.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | -30.2% | +18.0% | -48.2% | -40.9% |
| 6M | -43.4% | +17.0% | -60.4% | -52.4% |
| YTD | +9.6% | +11.1% | -1.5% | -1.9% |
| 1Y | -2.0% | +8.0% | -9.9% | -8.7% |
| 3Y | +825.0% | +73.3% | +751.7% | +670.6% |
| All | +825.0% | +76.7% | +748.3% | +670.6% |
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