+3,319.5%
SITM vs RCAT
+352.4%
+2,967.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -5.3% |
| 7D | +6.6% | -5.9% | +12.6% | +7.1% |
| 30D | -15.3% | -19.7% | +4.3% | -13.8% |
| 3M | -35.4% | -62.9% | +27.5% | -30.5% |
| 6M | -46.8% | -59.6% | +12.8% | -43.3% |
| YTD | +25.9% | -52.1% | +77.9% | +30.2% |
| 1Y | +54.0% | -50.9% | +104.9% | +58.7% |
| 3Y | +315.6% | +333.8% | -18.2% | +253.5% |
| 5Y | +74.4% | +40.7% | +33.7% | +53.1% |
| All | +3,319.5% | +352.4% | +2,967.2% | +1,862.6% |
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 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