+1.2%
SO vs RCAT
+1.5%
-0.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +1.1% |
| 7D | +1.0% | +5.4% | -4.4% | +1.1% |
| 30D | -3.2% | -5.6% | +2.4% | -3.3% |
| 3M | -1.7% | -30.2% | +28.5% | -1.9% |
| 6M | -7.2% | -43.4% | +36.2% | -7.3% |
| YTD | +4.6% | +9.6% | -5.1% | +4.1% |
| 1Y | +1.2% | -2.0% | +3.2% | +0.5% |
| All | +1.2% | +1.5% | -0.2% | +0.5% |
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