+67.4%
SAP vs RCAT
+373.0%
-305.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.4% |
| 7D | +1.5% | -5.6% | +7.1% | +1.6% |
| 30D | +8.8% | -27.0% | +35.9% | +9.6% |
| 3M | +12.1% | -57.9% | +70.0% | +14.6% |
| 6M | +34.6% | -59.4% | +94.0% | +37.3% |
| YTD | -2.1% | -46.9% | +44.8% | -1.4% |
| 1Y | -5.5% | -54.0% | +48.5% | -4.7% |
| 3Y | +67.4% | +378.4% | -311.0% | +63.1% |
| All | +67.4% | +373.0% | -305.6% | +63.1% |
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