+38.9%
S vs RCAT
+347.2%
-308.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.3% | +2.0% | -5.7% |
| 7D | +4.1% | +15.6% | -11.5% | +2.9% |
| 30D | -7.2% | -24.1% | +16.9% | -5.6% |
| 3M | 0.0% | -61.9% | +61.8% | +6.1% |
| 6M | +41.6% | -64.3% | +105.9% | +49.7% |
| YTD | +48.6% | -50.4% | +99.0% | +51.8% |
| 1Y | +30.0% | -54.0% | +84.1% | +33.0% |
| All | +38.9% | +347.2% | -308.3% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling