-53.9%
RUN vs RCAT
-59.1%
+5.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.3% | +11.6% | +3.4% |
| 7D | +18.5% | -18.5% | +37.0% | +23.3% |
| 30D | +15.5% | -37.0% | +52.5% | +26.8% |
| 3M | -20.3% | -54.9% | +34.5% | -6.3% |
| 6M | -30.8% | -63.6% | +32.8% | -17.1% |
| YTD | -52.2% | -49.6% | -2.7% | -47.2% |
| 1Y | -53.9% | -57.8% | +3.9% | -49.2% |
| All | -53.9% | -59.1% | +5.3% | -49.2% |
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