-22.9%
SPOT vs RCAT
-2.3%
-20.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +12.5% | -3.3% | +15.8% | +12.6% |
| 3M | +9.9% | -43.2% | +53.1% | +11.9% |
| 6M | +1.6% | -43.2% | +44.7% | +2.8% |
| YTD | -6.6% | +5.5% | -12.1% | -6.5% |
| 1Y | -22.9% | -1.6% | -21.3% | -21.4% |
| All | -22.9% | -2.3% | -20.6% | -21.4% |
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 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