-24.2%
REPL vs RCAT
+762.9%
-787.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +58.2% |
| 6M | +107.4% | -43.2% | +150.6% | +110.7% |
| YTD | +54.7% | +5.5% | +49.2% | +45.2% |
| 1Y | +158.9% | -1.6% | +160.5% | +142.3% |
| All | -24.2% | +762.9% | -787.0% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling