-57.8%
RCAT vs TAP
+4.4%
-62.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.0% | -13.3% | -7.9% |
| 7D | -18.5% | +9.9% | -28.5% | -11.6% |
| 30D | -37.0% | +18.1% | -55.1% | -27.4% |
| 3M | -54.9% | +3.2% | -58.1% | -53.2% |
| 6M | -63.6% | +8.4% | -72.1% | -59.5% |
| YTD | -49.6% | -4.4% | -45.1% | -48.0% |
| 1Y | -57.8% | +3.2% | -61.0% | -60.3% |
| All | -57.8% | +4.4% | -62.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling