-100.0%
RCAT vs RJF
+2,174.7%
-2,274.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -5.6% | +4.0% | -9.6% | -6.2% |
| 30D | -27.0% | +6.1% | -33.2% | -27.8% |
| 3M | -57.9% | -5.8% | -52.1% | -57.5% |
| 6M | -59.4% | +9.7% | -69.1% | -60.1% |
| YTD | -46.9% | +6.2% | -53.1% | -47.4% |
| 1Y | -54.0% | +5.3% | -59.3% | -54.4% |
| 3Y | +378.4% | +74.4% | +304.0% | +350.4% |
| 5Y | +61.9% | +81.6% | -19.6% | +51.5% |
| 10Y | -99.6% | +333.6% | -433.2% | -99.7% |
| All | -100.0% | +2,174.7% | -2,274.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling