+143.1%
REPL vs RCAT
-54.8%
+197.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.3% |
| 7D | +9.8% | +15.6% | -5.8% | +8.9% |
| 30D | +81.5% | -24.1% | +105.6% | +82.4% |
| 3M | +44.2% | -61.9% | +106.1% | +46.5% |
| 6M | +437.4% | -64.3% | +501.7% | +441.4% |
| YTD | +126.1% | -50.4% | +176.5% | +135.1% |
| 1Y | +143.1% | -54.0% | +197.2% | +152.6% |
| All | +143.1% | -54.8% | +197.9% | +152.6% |
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