+62.4%
SAP vs RCAT
+762.9%
-700.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +9.0% | -3.3% | +12.4% | +9.1% |
| 3M | +14.9% | -43.2% | +58.2% | +16.6% |
| 6M | +11.9% | -43.2% | +55.1% | +13.1% |
| YTD | -9.9% | +5.5% | -15.5% | -10.8% |
| 1Y | -19.5% | -1.6% | -17.9% | -20.7% |
| All | +62.4% | +762.9% | -700.5% | +54.6% |
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