+254.5%
RCL vs RCAT
+387.5%
-133.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +0.6% | +7.2% | -6.6% | 0.0% |
| 30D | +19.4% | -20.4% | +39.8% | +20.6% |
| 3M | +9.8% | -59.8% | +69.5% | +15.1% |
| 6M | +28.6% | -61.9% | +90.5% | +34.3% |
| YTD | +22.2% | -45.9% | +68.1% | +22.6% |
| 1Y | +29.7% | -50.5% | +80.2% | +30.5% |
| All | +254.5% | +387.5% | -133.0% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling