+19.3%
RL vs RCAT
-51.9%
+71.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -4.4% | +7.2% | -11.6% | -4.7% |
| 30D | +5.6% | -20.4% | +26.0% | +6.4% |
| 3M | -0.6% | -59.8% | +59.1% | +2.8% |
| 6M | +15.5% | -61.9% | +77.3% | +18.9% |
| YTD | +12.3% | -45.9% | +58.2% | +11.7% |
| 1Y | +19.3% | -50.5% | +69.8% | +19.4% |
| All | +19.3% | -51.9% | +71.2% | +19.4% |
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