+39.2%
SOLS vs RCAT
-65.5%
+104.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.0% |
| 7D | +16.4% | +7.2% | +9.1% | +14.8% |
| 30D | +10.6% | -20.4% | +31.0% | +13.4% |
| 3M | +10.0% | -59.8% | +69.8% | +22.5% |
| 6M | -21.2% | -61.9% | +40.7% | -13.5% |
| YTD | +38.7% | -45.9% | +84.6% | +45.1% |
| 1Y | +46.1% | -50.5% | +96.6% | +54.7% |
| All | +39.2% | -65.5% | +104.7% | +55.8% |
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 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