-2.0%
RCAT vs SPY
+19.4%
-21.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +6.0% |
| 7D | +5.4% | +0.5% | +4.8% | +3.1% |
| 30D | -5.6% | -0.9% | -4.6% | -2.1% |
| 3M | -30.2% | +3.9% | -34.1% | -38.7% |
| 6M | -43.4% | +14.5% | -57.9% | -65.0% |
| YTD | +9.6% | +12.9% | -3.3% | -29.3% |
| 1Y | -2.0% | +19.4% | -21.3% | -55.0% |
| All | -2.0% | +19.4% | -21.4% | -55.0% |
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