+264.5%
SONY vs RCAT
-100.0%
+364.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +5.0% | +1.5% |
| 7D | +0.3% | -5.9% | +6.2% | +0.3% |
| 30D | +11.1% | -19.7% | +30.8% | +11.1% |
| 3M | +14.7% | -62.9% | +77.5% | +14.8% |
| 6M | +18.8% | -59.6% | +78.4% | +18.9% |
| YTD | +5.7% | -52.1% | +57.8% | +5.8% |
| 1Y | -8.1% | -50.9% | +42.9% | -8.0% |
| 3Y | +64.0% | +333.8% | -269.8% | +63.4% |
| 5Y | +12.6% | +40.7% | -28.1% | +12.3% |
| 10Y | +373.8% | -99.8% | +473.6% | +368.3% |
| All | +264.5% | -100.0% | +364.5% | +198.7% |
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