-68.1%
SE vs RCAT
+183.7%
-251.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -6.1% | -1.4% | -4.7% | -6.0% |
| 30D | -2.5% | -3.3% | +0.9% | -2.2% |
| 3M | +21.7% | -43.2% | +64.9% | +27.6% |
| 6M | +27.0% | -43.2% | +70.2% | +31.2% |
| YTD | -12.1% | +5.5% | -17.7% | -15.8% |
| 1Y | -40.9% | -1.6% | -39.3% | -44.0% |
| 3Y | +191.0% | +773.7% | -582.7% | +88.3% |
| All | -68.1% | +183.7% | -251.8% | -78.6% |
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 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