+54.8%
RCAT vs SUI
-26.3%
+81.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.5% | +20.1% | +18.9% |
| 7D | -12.7% | +6.2% | -19.0% | -13.8% |
| 30D | -34.3% | +8.6% | -42.9% | -35.6% |
| 3M | -53.4% | +1.0% | -54.4% | -53.6% |
| 6M | -62.0% | -2.6% | -59.4% | -62.1% |
| YTD | -49.1% | -0.1% | -48.9% | -49.6% |
| 1Y | -53.1% | +0.5% | -53.6% | -53.7% |
| 3Y | +318.7% | +15.3% | +303.4% | +285.3% |
| All | +54.8% | -26.3% | +81.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling