+37.6%
S vs RCAT
-51.9%
+89.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +1.2% | +7.2% | -6.0% | +0.4% |
| 30D | -7.3% | -20.4% | +13.1% | -5.8% |
| 3M | +5.9% | -59.8% | +65.6% | +13.2% |
| 6M | +45.6% | -61.9% | +107.5% | +55.5% |
| YTD | +58.5% | -45.9% | +104.4% | +61.3% |
| 1Y | +37.6% | -50.5% | +88.1% | +40.0% |
| All | +37.6% | -51.9% | +89.5% | +40.0% |
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