+25.2%
RCAT vs SUI
-25.7%
+50.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.7% | -15.6% | -15.0% |
| 7D | -32.6% | +8.8% | -41.3% | -33.6% |
| 30D | -46.3% | +8.9% | -55.2% | -47.3% |
| 3M | -60.7% | +2.0% | -62.7% | -60.9% |
| 6M | -67.4% | -0.6% | -66.7% | -67.5% |
| YTD | -57.1% | +1.3% | -58.4% | -57.6% |
| 1Y | -63.8% | +1.3% | -65.0% | -64.2% |
| 3Y | +268.1% | +16.3% | +251.8% | +238.9% |
| 5Y | +25.2% | -25.1% | +50.2% | +47.4% |
| All | +25.2% | -25.7% | +50.9% | +47.4% |
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