-45.1%
RUN vs RCAT
-7.9%
-37.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -3.1% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -10.8% | -18.7% | +7.9% | -6.9% |
| 3M | -30.2% | -29.3% | -0.9% | -26.1% |
| 6M | -22.3% | -42.3% | +20.0% | -16.5% |
| YTD | -52.2% | +2.5% | -54.7% | -54.9% |
| 1Y | -45.1% | -5.7% | -39.4% | -42.6% |
| All | -45.1% | -7.9% | -37.2% | -42.6% |
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