-3.6%
SMR vs RCAT
+375.6%
-379.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +4.4% | -1.4% | +5.8% | +4.7% |
| 30D | +3.4% | -3.3% | +6.8% | +3.8% |
| 3M | -19.2% | -43.2% | +24.0% | -8.5% |
| 6M | -22.6% | -43.2% | +20.5% | -14.4% |
| YTD | -31.5% | +5.5% | -37.1% | -33.0% |
| 1Y | -73.1% | -1.6% | -71.4% | -73.3% |
| 3Y | +55.0% | +773.7% | -718.7% | +25.9% |
| All | -3.6% | +375.6% | -379.1% | -21.3% |
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