+227.9%
SLB vs RCAT
-100.0%
+327.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.6% | -18.1% | +0.5% |
| 7D | -7.1% | -12.7% | +5.6% | -7.1% |
| 30D | +4.1% | -34.3% | +38.4% | +4.2% |
| 3M | -2.6% | -53.4% | +50.8% | -2.5% |
| 6M | -8.6% | -62.0% | +53.4% | -8.4% |
| YTD | +32.2% | -49.1% | +81.3% | +32.3% |
| 1Y | +40.7% | -53.1% | +93.8% | +40.7% |
| 3Y | -4.5% | +318.7% | -323.2% | -5.1% |
| 5Y | +66.4% | +48.5% | +17.8% | +65.5% |
| 10Y | -15.1% | -99.6% | +84.5% | -16.7% |
| All | +227.9% | -100.0% | +327.9% | +220.0% |
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 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