+9.3%
SONY vs RCAT
+184.3%
-175.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 1Y | -18.4% | -5.7% | -12.7% | -19.6% |
| 3Y | +41.0% | +764.9% | -723.9% | +28.1% |
| 5Y | +9.3% | +182.3% | -173.0% | -0.2% |
| All | +9.3% | +184.3% | -175.0% | -0.2% |
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