+230.7%
SONY vs RCAT
-100.0%
+330.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | +9.4% | -3.3% | +12.8% | +9.4% |
| 3M | +10.5% | -43.2% | +53.7% | +10.6% |
| 6M | +11.7% | -43.2% | +54.9% | +11.7% |
| YTD | -4.1% | +5.5% | -9.6% | -4.1% |
| 1Y | -11.8% | -1.6% | -10.1% | -11.8% |
| 3Y | +45.9% | +773.7% | -727.8% | +45.2% |
| 5Y | +16.3% | +187.6% | -171.3% | +15.8% |
| 10Y | +297.6% | -98.5% | +396.1% | +292.5% |
| All | +230.7% | -100.0% | +330.7% | +170.7% |
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