+202.7%
RCAT vs SNY
+9.4%
+193.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 1Y | -27.6% | -5.3% | -22.4% | -27.6% |
| 3Y | +753.2% | -9.8% | +762.9% | +747.5% |
| All | +202.7% | +9.4% | +193.2% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling