-11.0%
RMBS vs RCAT
-54.8%
+43.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.3% |
| 7D | +10.3% | -5.9% | +16.3% | +12.0% |
| 30D | -10.7% | -19.7% | +8.9% | -5.9% |
| 3M | -17.2% | -62.9% | +45.6% | +3.8% |
| 6M | -39.0% | -59.6% | +20.6% | -25.8% |
| YTD | -10.5% | -52.1% | +41.6% | +0.3% |
| 1Y | -11.0% | -50.9% | +39.9% | -2.7% |
| All | -11.0% | -54.8% | +43.8% | -2.7% |
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