-78.0%
SE vs RCAT
+46.9%
-124.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.5% | -1.8% |
| 7D | +2.0% | -12.7% | +14.7% | +3.1% |
| 30D | -20.0% | -34.3% | +14.3% | -16.8% |
| 3M | -31.8% | -53.4% | +21.6% | -26.7% |
| 6M | -15.9% | -62.0% | +46.1% | -9.0% |
| YTD | -40.6% | -49.1% | +8.4% | -39.2% |
| 1Y | -50.7% | -53.1% | +2.4% | -49.4% |
| 3Y | +70.3% | +318.7% | -248.4% | +10.8% |
| All | -78.0% | +46.9% | -124.9% | -84.0% |
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