+12.6%
SONY vs RCAT
+41.8%
-29.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +5.0% | +1.6% |
| 7D | +0.3% | -5.9% | +6.2% | +0.4% |
| 30D | +11.1% | -19.7% | +30.8% | +11.6% |
| 3M | +14.7% | -62.9% | +77.5% | +17.6% |
| 6M | +18.8% | -59.6% | +78.4% | +21.1% |
| YTD | +5.7% | -52.1% | +57.8% | +6.2% |
| 1Y | -8.1% | -50.9% | +42.9% | -7.9% |
| 3Y | +64.0% | +333.8% | -269.8% | +48.2% |
| All | +12.6% | +41.8% | -29.2% | +4.3% |
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