+49.3%
SOFI vs RCAT
+179.0%
-129.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -0.2% | -3.3% | +3.2% | +0.1% |
| 3M | +6.2% | -43.2% | +49.5% | +12.3% |
| 6M | -2.6% | -43.2% | +40.6% | +1.7% |
| YTD | -30.4% | +5.5% | -36.0% | -32.2% |
| 1Y | -28.2% | -1.6% | -26.6% | -30.4% |
| 3Y | +107.3% | +773.7% | -666.4% | +65.7% |
| 5Y | +20.2% | +187.6% | -167.4% | -2.0% |
| All | +49.3% | +179.0% | -129.7% | +27.9% |
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