-0.3%
SPOT vs RCAT
-59.1%
+58.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.3% | +14.9% | +4.9% |
| 7D | +16.6% | -18.5% | +35.1% | +17.3% |
| 30D | +29.9% | -37.0% | +66.9% | +32.3% |
| 3M | +31.3% | -54.9% | +86.1% | +35.6% |
| 6M | +43.2% | -63.6% | +106.9% | +48.5% |
| YTD | +8.1% | -49.6% | +57.6% | +8.1% |
| 1Y | -0.3% | -57.8% | +57.5% | -0.5% |
| All | -0.3% | -59.1% | +58.8% | -0.5% |
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