-68.9%
S vs RCAT
+46.9%
-115.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +18.6% | -17.0% | +0.1% |
| 7D | -13.4% | -12.7% | -0.7% | -12.6% |
| 30D | -14.0% | -34.3% | +20.3% | -11.3% |
| 3M | +4.9% | -53.4% | +58.3% | +10.8% |
| 6M | +42.0% | -62.0% | +104.0% | +50.8% |
| YTD | +45.1% | -49.1% | +94.2% | +48.0% |
| 1Y | +33.1% | -53.1% | +86.2% | +35.9% |
| 3Y | +40.6% | +318.7% | -278.0% | +7.4% |
| All | -68.9% | +46.9% | -115.8% | -70.5% |
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