-100.0%
RCAT vs VICR
+923.4%
-1,023.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.0% |
| 7D | -5.9% | +8.3% | -14.2% | -6.7% |
| 30D | -19.7% | -35.2% | +15.5% | -15.8% |
| 3M | -62.9% | -29.8% | -33.0% | -61.6% |
| 6M | -59.6% | -48.6% | -11.0% | -57.2% |
| YTD | -52.1% | +45.1% | -97.2% | -53.9% |
| 1Y | -50.9% | +79.6% | -130.5% | -53.5% |
| 3Y | +333.8% | +335.4% | -1.6% | +277.1% |
| 5Y | +40.7% | -1.0% | +41.8% | +29.4% |
| 10Y | -99.8% | +993.1% | -1,092.9% | -99.8% |
| All | -100.0% | +923.4% | -1,023.4% | -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