+44.4%
SITM vs RCAT
-59.1%
+103.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -10.3% | +1.0% | -7.5% |
| 7D | -19.5% | -18.5% | -1.0% | -16.4% |
| 30D | -43.2% | -37.0% | -6.2% | -38.5% |
| 3M | -30.8% | -54.9% | +24.0% | -21.6% |
| 6M | -28.6% | -63.6% | +35.1% | -17.9% |
| YTD | +14.2% | -49.6% | +63.7% | +24.9% |
| 1Y | +44.4% | -57.8% | +102.2% | +62.5% |
| All | +44.4% | -59.1% | +103.5% | +62.5% |
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 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