-100.0%
RCAT vs SPY
+950.7%
-1,050.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | -43.2% | +2.0% | -45.2% | -43.3% |
| 6M | -43.2% | +13.0% | -56.2% | -45.7% |
| YTD | +5.5% | +13.5% | -8.0% | +0.8% |
| 1Y | -1.6% | +20.0% | -21.6% | -7.6% |
| 3Y | +773.7% | +77.2% | +696.5% | +622.9% |
| 5Y | +187.6% | +81.9% | +105.7% | +136.3% |
| 10Y | -98.5% | +314.1% | -412.5% | -98.9% |
| All | -100.0% | +950.7% | -1,050.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling