+28.8%
RMBS vs RCAT
+373.0%
-344.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +1.0% |
| 7D | -8.4% | -5.6% | -2.8% | -7.6% |
| 30D | -24.9% | -27.0% | +2.2% | -21.5% |
| 3M | -15.8% | -57.9% | +42.1% | -5.4% |
| 6M | -37.5% | -59.4% | +21.9% | -30.2% |
| YTD | -12.1% | -46.9% | +34.8% | -6.5% |
| 1Y | -27.0% | -54.0% | +27.1% | -21.5% |
| 3Y | +28.8% | +378.4% | -349.6% | +17.7% |
| All | +28.8% | +373.0% | -344.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling