-6.4%
SAP vs RCAT
-51.9%
+45.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.5% | +7.2% | -9.7% | -2.5% |
| 30D | +7.5% | -20.4% | +27.9% | +8.1% |
| 3M | +11.6% | -59.8% | +71.4% | +14.5% |
| 6M | +37.6% | -61.9% | +99.5% | +41.8% |
| YTD | -2.0% | -45.9% | +44.0% | -0.6% |
| 1Y | -6.4% | -50.5% | +44.1% | -4.9% |
| All | -6.4% | -51.9% | +45.5% | -4.9% |
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