+1.7%
SPGI vs RCAT
-53.5%
+55.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | +0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +15.5% | -22.0% | +37.5% | +15.9% |
| 3M | +15.7% | -51.1% | +66.8% | +16.9% |
| 6M | +19.1% | -56.6% | +75.7% | +20.0% |
| YTD | -4.1% | -43.3% | +39.2% | -3.7% |
| All | +1.7% | -53.5% | +55.2% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling