+753.2%
RCAT vs SNY
-9.6%
+762.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -4.9% | -3.3% | -1.6% | -4.5% |
| 30D | -22.9% | -2.2% | -20.7% | -22.7% |
| 3M | -33.7% | -3.0% | -30.7% | -33.6% |
| 6M | -50.7% | +2.7% | -53.5% | -51.1% |
| YTD | +0.4% | -6.8% | +7.2% | +1.1% |
| 1Y | -27.6% | -5.3% | -22.4% | -27.7% |
| 3Y | +753.2% | -9.8% | +762.9% | +754.3% |
| All | +753.2% | -9.6% | +762.8% | +754.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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