-100.0%
RCAT vs SPY
+905.6%
-1,005.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +0.3% | +18.3% | +18.5% |
| 7D | -12.7% | -2.7% | -10.0% | -11.3% |
| 30D | -34.3% | -5.4% | -28.9% | -32.2% |
| 3M | -53.4% | -4.1% | -49.3% | -52.2% |
| 6M | -62.0% | +0.7% | -62.7% | -61.5% |
| YTD | -49.1% | +8.7% | -57.7% | -50.0% |
| 1Y | -53.1% | +10.9% | -64.0% | -54.3% |
| 3Y | +318.7% | +75.0% | +243.7% | +251.9% |
| 5Y | +48.5% | +67.8% | -19.3% | +26.7% |
| 10Y | -99.6% | +312.9% | -412.5% | -99.7% |
| All | -100.0% | +905.6% | -1,005.6% | -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