+130.7%
REPL vs RCAT
-59.1%
+189.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.3% | +10.5% | +0.5% |
| 7D | +28.8% | -18.5% | +47.4% | +29.6% |
| 30D | +57.3% | -37.0% | +94.3% | +58.9% |
| 3M | +73.6% | -54.9% | +128.4% | +76.1% |
| 6M | +582.8% | -63.6% | +646.5% | +588.4% |
| YTD | +112.9% | -49.6% | +162.4% | +123.4% |
| 1Y | +130.7% | -57.8% | +188.5% | +143.6% |
| All | +130.7% | -59.1% | +189.8% | +143.6% |
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