+528.5%
REPL vs RCAT
-60.9%
+589.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +18.6% | -10.7% | +5.1% |
| 7D | +22.8% | -12.7% | +35.5% | +24.4% |
| 30D | +63.8% | -34.3% | +98.1% | +71.3% |
| 3M | +68.1% | -53.4% | +121.5% | +81.6% |
| 6M | +528.5% | -62.0% | +590.4% | +622.1% |
| All | +528.5% | -60.9% | +589.4% | +622.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling