+38.8%
SLB vs RCAT
-51.9%
+90.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -1.2% | +7.2% | -8.4% | -1.8% |
| 30D | +4.5% | -20.4% | +24.9% | +5.7% |
| 3M | -4.6% | -59.8% | +55.2% | +0.6% |
| 6M | -6.3% | -61.9% | +55.6% | -1.4% |
| YTD | +35.0% | -45.9% | +80.9% | +29.5% |
| 1Y | +38.8% | -50.5% | +89.3% | +34.1% |
| All | +38.8% | -51.9% | +90.7% | +34.1% |
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