+42.6%
REPL vs RCAT
-15.8%
+58.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +18.6% | -10.7% | +7.8% |
| 7D | +22.8% | -12.7% | +35.5% | +22.9% |
| 30D | +63.8% | -34.3% | +98.1% | +64.5% |
| 3M | +68.1% | -53.4% | +121.5% | +69.3% |
| 6M | +528.5% | -62.0% | +590.4% | +533.4% |
| YTD | +122.4% | -49.1% | +171.5% | +122.7% |
| 1Y | +154.4% | -53.1% | +207.5% | +154.8% |
| 3Y | +68.0% | +318.7% | -250.7% | +66.5% |
| 5Y | -35.4% | +48.5% | -83.9% | -36.0% |
| All | +42.6% | -15.8% | +58.4% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling