+29.7%
RCL vs RCAT
-53.5%
+83.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.4% | -8.4% | +2.5% |
| 7D | +5.0% | +1.1% | +3.8% | +4.7% |
| 30D | +19.4% | -22.0% | +41.4% | +20.2% |
| 3M | +5.9% | -51.1% | +57.1% | +8.3% |
| 6M | +23.8% | -56.6% | +80.4% | +27.2% |
| YTD | +22.8% | -43.3% | +66.1% | +21.9% |
| All | +29.7% | -53.5% | +83.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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