-20.4%
RMD vs RCAT
-7.9%
-12.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | -4.7% | -2.3% | -2.4% | -4.7% |
| 30D | +0.2% | -18.7% | +18.9% | +0.4% |
| 3M | +12.0% | -29.3% | +41.3% | +12.5% |
| 6M | -12.5% | -42.3% | +29.8% | -12.0% |
| YTD | -7.9% | +2.5% | -10.5% | -10.1% |
| 1Y | -20.4% | -5.7% | -14.7% | -23.5% |
| All | -20.4% | -7.9% | -12.5% | -23.5% |
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