+138.6%
REPL vs RCAT
-51.9%
+190.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.5% |
| 7D | +5.3% | +7.2% | -2.0% | +4.6% |
| 30D | +66.6% | -20.4% | +87.0% | +67.0% |
| 3M | +59.6% | -59.8% | +119.3% | +61.6% |
| 6M | +482.4% | -61.9% | +544.2% | +484.3% |
| YTD | +124.1% | -45.9% | +170.0% | +131.9% |
| 1Y | +138.6% | -50.5% | +189.1% | +147.2% |
| All | +138.6% | -51.9% | +190.4% | +147.2% |
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