+4.9%
SO vs RCAT
-56.7%
+61.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.6% | -19.7% | -0.6% |
| 7D | -1.5% | -12.7% | +11.3% | -1.7% |
| 30D | +8.1% | -34.3% | +42.4% | +7.2% |
| 3M | +0.2% | -53.4% | +53.6% | -1.3% |
| 6M | +0.4% | -62.0% | +62.3% | -1.3% |
| YTD | +8.5% | -49.1% | +57.6% | +6.5% |
| 1Y | +4.9% | -53.1% | +58.1% | +3.5% |
| All | +4.9% | -56.7% | +61.6% | +3.5% |
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