-64.8%
SPCH vs RCAT
-65.5%
+0.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +18.6% | -1.8% | +2.6% |
| 7D | -3.0% | -12.7% | +9.7% | +6.8% |
| 30D | -39.8% | -34.3% | -5.5% | -19.1% |
| 3M | +16.8% | -53.4% | +70.2% | +84.4% |
| All | -64.8% | -65.5% | +0.7% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling