+11.1%
S vs RCAT
+762.9%
-751.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -7.7% | -1.4% | -6.3% | -7.6% |
| 30D | -5.3% | -3.3% | -2.0% | -5.1% |
| 3M | +20.3% | -43.2% | +63.5% | +23.8% |
| 6M | +47.4% | -43.2% | +90.5% | +50.4% |
| YTD | +32.5% | +5.5% | +27.0% | +29.3% |
| 1Y | +9.5% | -1.6% | +11.2% | +6.1% |
| All | +11.1% | +762.9% | -751.8% | -10.6% |
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 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