-3.9%
RMD vs RCAT
-54.8%
+50.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +2.1% | -5.9% | +8.0% | +2.1% |
| 30D | +2.1% | -19.7% | +21.7% | +2.2% |
| 3M | +6.2% | -62.9% | +69.1% | +6.4% |
| 6M | +19.4% | -59.6% | +79.0% | +18.8% |
| YTD | +0.5% | -52.1% | +52.6% | -2.6% |
| 1Y | -3.9% | -50.9% | +47.0% | -7.4% |
| All | -3.9% | -54.8% | +50.8% | -7.4% |
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