+89.7%
SITM vs RCAT
+68.2%
+21.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.1% |
| 7D | +17.2% | +7.2% | +9.9% | +16.3% |
| 30D | -17.1% | -20.4% | +3.3% | -14.5% |
| 3M | -29.2% | -59.8% | +30.6% | -20.8% |
| 6M | -47.6% | -61.9% | +14.3% | -41.7% |
| YTD | +33.8% | -45.9% | +79.7% | +39.0% |
| 1Y | +54.1% | -50.5% | +104.6% | +60.9% |
| 3Y | +337.6% | +387.5% | -49.9% | +226.8% |
| 5Y | +89.7% | +70.9% | +18.8% | +56.3% |
| All | +89.7% | +68.2% | +21.5% | +56.3% |
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