-100.0%
RCAT vs SPY
+939.1%
-1,039.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.2% |
| 7D | +7.2% | -0.9% | +8.2% | +8.2% |
| 30D | -20.4% | -2.4% | -18.1% | -19.0% |
| 3M | -59.8% | -1.2% | -58.6% | -59.3% |
| 6M | -61.9% | +3.3% | -65.2% | -61.9% |
| YTD | -45.9% | +12.3% | -58.2% | -47.8% |
| 1Y | -50.5% | +12.4% | -63.0% | -52.1% |
| 3Y | +387.5% | +78.8% | +308.7% | +305.1% |
| 5Y | +70.9% | +75.2% | -4.2% | +43.1% |
| 10Y | -99.7% | +311.1% | -410.8% | -99.8% |
| All | -100.0% | +939.1% | -1,039.1% | -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