+158.9%
REPL vs RCAT
-2.3%
+161.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | +27.1% | -3.3% | +30.5% | +27.3% |
| 3M | +52.4% | -43.2% | +95.6% | +52.7% |
| 6M | +107.4% | -43.2% | +150.6% | +108.9% |
| YTD | +54.7% | +5.5% | +49.2% | +44.7% |
| 1Y | +158.9% | -1.6% | +160.5% | +105.1% |
| All | +158.9% | -2.3% | +161.2% | +105.1% |
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