+589.4%
SE vs RCAT
-80.6%
+670.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -6.1% | -1.4% | -4.7% | -6.1% |
| 30D | -2.5% | -3.3% | +0.9% | -2.4% |
| 3M | +21.7% | -43.2% | +64.9% | +22.4% |
| 6M | +27.0% | -43.2% | +70.2% | +27.5% |
| YTD | -12.1% | +5.5% | -17.7% | -12.5% |
| 1Y | -40.9% | -1.6% | -39.3% | -41.2% |
| 3Y | +191.0% | +773.7% | -582.7% | +181.8% |
| 5Y | -68.3% | +187.6% | -255.9% | -69.2% |
| All | +589.4% | -80.6% | +670.0% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling