+349.2%
RCAT vs SPY
+78.7%
+270.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.5% |
| 7D | +15.6% | +3.3% | +12.3% | +8.0% |
| 30D | -24.1% | -2.7% | -21.4% | -18.1% |
| 3M | -61.9% | -1.7% | -60.1% | -59.6% |
| 6M | -64.3% | +3.1% | -67.4% | -65.0% |
| YTD | -50.4% | +11.9% | -62.3% | -58.5% |
| 1Y | -54.0% | +12.0% | -66.0% | -61.1% |
| All | +349.2% | +78.7% | +270.5% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling