+226.0%
SLB vs RCAT
-100.0%
+326.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.9% | +11.2% | -3.7% |
| 7D | -7.7% | -32.6% | +24.8% | -7.7% |
| 30D | -0.7% | -46.3% | +45.6% | -0.6% |
| 3M | 0.0% | -60.7% | +60.7% | +0.2% |
| 6M | -10.4% | -67.4% | +56.9% | -10.2% |
| YTD | +31.5% | -57.1% | +88.5% | +31.6% |
| 1Y | +39.1% | -63.8% | +102.9% | +39.3% |
| 3Y | -5.7% | +268.1% | -273.8% | -6.2% |
| 5Y | +65.4% | +25.2% | +40.3% | +64.7% |
| 10Y | -15.6% | -99.7% | +84.1% | -17.1% |
| All | +226.0% | -100.0% | +326.0% | +218.3% |
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