-50.7%
SE vs RCAT
-56.7%
+6.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.5% | -1.9% |
| 7D | +2.0% | -12.7% | +14.7% | +3.2% |
| 30D | -20.0% | -34.3% | +14.3% | -16.7% |
| 3M | -31.8% | -53.4% | +21.6% | -26.5% |
| 6M | -15.9% | -62.0% | +46.1% | -8.2% |
| YTD | -40.6% | -49.1% | +8.4% | -41.5% |
| 1Y | -50.7% | -53.1% | +2.4% | -51.4% |
| All | -50.7% | -56.7% | +6.0% | -51.4% |
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