-53.0%
REPL vs RCAT
+183.7%
-236.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 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% | +59.2% |
| 6M | +107.4% | -43.2% | +150.6% | +111.2% |
| YTD | +54.7% | +5.5% | +49.2% | +45.2% |
| 1Y | +158.9% | -1.6% | +160.5% | +141.9% |
| 3Y | -23.7% | +773.7% | -797.4% | -46.2% |
| All | -53.0% | +183.7% | -236.7% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling