+88.9%
SMR vs RCAT
+796.4%
-707.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.9% | +11.4% | +14.1% |
| 7D | +21.4% | +5.4% | +16.0% | +19.7% |
| 30D | +13.8% | -5.6% | +19.4% | +15.2% |
| 3M | +3.9% | -30.2% | +34.1% | +14.3% |
| 6M | -4.2% | -43.4% | +39.2% | +8.6% |
| YTD | -21.1% | +9.6% | -30.7% | -24.7% |
| 1Y | -67.1% | -2.0% | -65.1% | -67.8% |
| 3Y | +88.9% | +825.0% | -736.1% | +38.4% |
| All | +88.9% | +796.4% | -707.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling