-100.0%
RCAT vs TAP
+171.5%
-271.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.4% | -2.3% | +0.9% | -1.4% |
| 30D | -3.3% | -2.1% | -1.2% | -3.3% |
| 3M | -43.2% | +6.6% | -49.8% | -43.3% |
| 6M | -43.2% | -11.5% | -31.7% | -43.0% |
| YTD | +5.5% | -10.3% | +15.8% | +5.7% |
| 1Y | -1.6% | -14.4% | +12.7% | -1.4% |
| 3Y | +773.7% | -28.3% | +802.0% | +779.9% |
| 5Y | +187.6% | +1.7% | +185.9% | +185.7% |
| 10Y | -98.5% | -49.2% | -49.2% | -98.6% |
| All | -100.0% | +171.5% | -271.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling