+62.5%
SLB vs RCAT
+46.9%
+15.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.6% | -18.1% | -0.2% |
| 7D | -7.1% | -12.7% | +5.6% | -6.7% |
| 30D | +4.1% | -34.3% | +38.4% | +5.7% |
| 3M | -2.6% | -53.4% | +50.8% | +0.1% |
| 6M | -8.6% | -62.0% | +53.4% | -5.8% |
| YTD | +32.2% | -49.1% | +81.3% | +33.5% |
| 1Y | +40.7% | -53.1% | +93.8% | +42.1% |
| 3Y | -4.5% | +318.7% | -323.2% | -13.6% |
| All | +62.5% | +46.9% | +15.6% | +56.2% |
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