+143.8%
REPL vs RCAT
-54.8%
+198.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.3% |
| 7D | +1.2% | -5.9% | +7.2% | +1.4% |
| 30D | +92.2% | -19.7% | +111.8% | +93.0% |
| 3M | +44.1% | -62.9% | +107.0% | +46.4% |
| 6M | +313.0% | -59.6% | +372.6% | +321.3% |
| YTD | +125.2% | -52.1% | +177.3% | +135.1% |
| 1Y | +143.8% | -50.9% | +194.7% | +152.9% |
| All | +143.8% | -54.8% | +198.5% | +152.9% |
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