-38.1%
RCAT vs ZYBT
-57.8%
+19.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -5.4% | -2.5% | -2.9% | -5.4% |
| 30D | -24.2% | -1.2% | -23.0% | -24.2% |
| 3M | -25.8% | +76.7% | -102.5% | -27.3% |
| 6M | -44.9% | +103.6% | -148.5% | -46.7% |
| YTD | +1.9% | +38.3% | -36.4% | -0.5% |
| 1Y | -5.2% | -84.7% | +79.5% | -6.8% |
| All | -38.1% | -57.8% | +19.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling