-100.0%
RCAT vs VICR
+1,113.2%
-1,213.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.3% | -13.9% | +10.6% | -2.0% |
| 3M | -43.2% | -38.4% | -4.8% | -40.5% |
| 6M | -43.2% | -7.2% | -36.0% | -43.2% |
| YTD | +5.5% | +72.0% | -66.5% | +0.1% |
| 1Y | -1.6% | +263.3% | -264.9% | -12.8% |
| 3Y | +773.7% | +173.3% | +600.4% | +677.6% |
| 5Y | +187.6% | +47.3% | +140.3% | +157.8% |
| 10Y | -98.5% | +1,495.2% | -1,593.6% | -98.6% |
| All | -100.0% | +1,113.2% | -1,213.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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