+39.3%
SONY vs RCAT
+738.1%
-698.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | -4.9% | -2.3% | -2.6% | -4.9% |
| 30D | -1.6% | -18.7% | +17.1% | -1.1% |
| 3M | +10.0% | -29.3% | +39.3% | +10.8% |
| 6M | +8.4% | -42.3% | +50.7% | +9.3% |
| YTD | -8.4% | +2.5% | -11.0% | -9.5% |
| 1Y | -18.4% | -5.7% | -12.7% | -19.5% |
| All | +39.3% | +738.1% | -698.8% | +35.1% |
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