-49.5%
SMR vs RCAT
+129.5%
-179.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +18.6% | -2.4% | +11.6% |
| 7D | -9.6% | -12.7% | +3.1% | -6.3% |
| 30D | -33.8% | -34.3% | +0.5% | -26.4% |
| 3M | -46.4% | -53.4% | +7.0% | -35.6% |
| 6M | -62.4% | -62.0% | -0.5% | -53.2% |
| YTD | -64.1% | -49.1% | -15.1% | -58.0% |
| 1Y | -84.3% | -53.1% | -31.2% | -81.4% |
| 3Y | +55.8% | +318.7% | -262.8% | +51.4% |
| All | -49.5% | +129.5% | -179.0% | -50.7% |
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