+6.5%
SO vs RCAT
-53.5%
+60.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | +1.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.0% |
| 30D | +8.6% | -22.0% | +30.6% | +8.1% |
| 3M | +1.8% | -51.1% | +52.9% | +0.3% |
| 6M | +3.6% | -56.6% | +60.2% | +2.2% |
| YTD | +9.9% | -43.3% | +53.2% | +8.4% |
| All | +6.5% | -53.5% | +60.0% | +5.6% |
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