-100.0%
RCAT vs RJF
+2,304.2%
-2,404.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -3.3% | -1.3% | -2.1% | -3.2% |
| 3M | -43.2% | +18.9% | -62.1% | -44.9% |
| 6M | -43.2% | +15.0% | -58.2% | -44.6% |
| YTD | +5.5% | +12.2% | -6.7% | +3.6% |
| 1Y | -1.6% | +5.6% | -7.3% | -2.3% |
| 3Y | +773.7% | +74.9% | +698.8% | +719.8% |
| 5Y | +187.6% | +106.6% | +81.0% | +165.1% |
| 10Y | -98.5% | +433.1% | -531.5% | -98.6% |
| All | -100.0% | +2,304.2% | -2,404.2% | -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