-44.5%
SITM vs RCAT
-64.7%
+20.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | +3.1% |
| 7D | +32.5% | +15.6% | +17.0% | +25.0% |
| 30D | -18.8% | -24.1% | +5.3% | -10.8% |
| 3M | -30.9% | -61.9% | +31.0% | -7.1% |
| 6M | -44.5% | -64.3% | +19.9% | -28.0% |
| All | -44.5% | -64.7% | +20.3% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling