-78.0%
SE vs RCAT
+41.8%
-119.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.5% |
| 7D | -0.5% | -5.9% | +5.5% | 0.0% |
| 30D | -20.9% | -19.7% | -1.3% | -19.5% |
| 3M | -38.9% | -62.9% | +24.0% | -32.9% |
| 6M | -19.4% | -59.6% | +40.2% | -13.3% |
| YTD | -40.9% | -52.1% | +11.2% | -39.2% |
| 1Y | -46.2% | -50.9% | +4.7% | -45.1% |
| 3Y | +63.7% | +333.8% | -270.1% | +5.3% |
| All | -78.0% | +41.8% | -119.8% | -84.5% |
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