+26.4%
SOFI vs RCAT
+26.7%
-0.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.9% |
| 7D | -4.9% | -5.9% | +1.1% | -4.2% |
| 30D | +8.4% | -19.7% | +28.1% | +10.9% |
| 3M | -16.3% | -62.9% | +46.5% | -6.8% |
| 6M | +0.7% | -59.6% | +60.3% | +10.3% |
| YTD | -41.1% | -52.1% | +11.0% | -37.4% |
| 1Y | -45.7% | -50.9% | +5.2% | -42.7% |
| 3Y | +119.0% | +333.8% | -214.8% | +90.0% |
| 5Y | -32.2% | +40.7% | -73.0% | -39.7% |
| All | +26.4% | +26.7% | -0.3% | +18.0% |
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