-73.1%
SMR vs RCAT
-2.3%
-70.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +4.4% | -1.4% | +5.8% | +5.1% |
| 30D | +3.4% | -3.3% | +6.8% | +3.7% |
| 3M | -19.2% | -43.2% | +24.0% | +3.0% |
| 6M | -22.6% | -43.2% | +20.5% | -7.2% |
| YTD | -31.5% | +5.5% | -37.1% | -42.2% |
| 1Y | -73.1% | -1.6% | -71.4% | -74.0% |
| All | -73.1% | -2.3% | -70.7% | -74.0% |
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 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