-79.4%
RUN vs RCAT
+192.8%
-272.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +3.2% |
| 7D | +10.2% | +5.4% | +4.8% | +9.4% |
| 30D | -9.6% | -5.6% | -4.0% | -9.1% |
| 3M | -31.5% | -30.2% | -1.3% | -28.9% |
| 6M | -18.7% | -43.4% | +24.7% | -14.8% |
| YTD | -49.9% | +9.6% | -59.5% | -51.7% |
| 1Y | -45.5% | -2.0% | -43.5% | -47.5% |
| 3Y | -34.1% | +825.0% | -859.1% | -56.8% |
| 5Y | -79.4% | +199.8% | -279.3% | -85.5% |
| All | -79.4% | +192.8% | -272.2% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling