+31.1%
SOLS vs RCAT
-34.7%
+65.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.1% |
| 7D | +3.7% | -2.3% | +6.0% | +4.0% |
| 30D | +5.0% | -18.7% | +23.7% | +7.5% |
| 3M | -21.1% | -29.3% | +8.2% | -18.6% |
| 6M | -14.2% | -42.3% | +28.1% | -10.8% |
| YTD | +30.6% | +2.5% | +28.1% | +26.9% |
| All | +31.1% | -34.7% | +65.8% | +36.2% |
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