+77.0%
SO vs RCAT
+46.9%
+30.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.6% | -19.7% | -1.0% |
| 7D | -1.5% | -12.7% | +11.3% | -1.5% |
| 30D | +8.1% | -34.3% | +42.4% | +8.0% |
| 3M | +0.2% | -53.4% | +53.6% | +0.1% |
| 6M | +0.4% | -62.0% | +62.3% | +0.2% |
| YTD | +8.5% | -49.1% | +57.6% | +8.2% |
| 1Y | +4.9% | -53.1% | +58.1% | +4.6% |
| 3Y | +47.9% | +318.7% | -270.7% | +39.9% |
| All | +77.0% | +46.9% | +30.1% | +70.4% |
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