-57.8%
RCAT vs SPY
+14.6%
-72.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -12.0% | -15.9% |
| 7D | -18.5% | -0.7% | -17.8% | -16.8% |
| 30D | -37.0% | -1.0% | -35.9% | -34.6% |
| 3M | -54.9% | -0.3% | -54.5% | -54.2% |
| 6M | -63.6% | +7.3% | -71.0% | -70.3% |
| YTD | -49.6% | +13.3% | -62.9% | -66.7% |
| 1Y | -57.8% | +14.8% | -72.6% | -73.2% |
| All | -57.8% | +14.6% | -72.4% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling