+33.8%
SOLS vs RCAT
-30.2%
+63.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.8% |
| 7D | +4.5% | +5.4% | -0.9% | +3.8% |
| 30D | +6.0% | -5.6% | +11.6% | +6.3% |
| 3M | -19.7% | -30.2% | +10.5% | -17.2% |
| 6M | -10.4% | -43.4% | +33.0% | -7.2% |
| YTD | +33.3% | +9.6% | +23.6% | +28.3% |
| All | +33.8% | -30.2% | +63.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling