-5.1%
SPOT vs RCAT
-54.8%
+49.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.5% |
| 7D | +1.6% | -5.9% | +7.5% | +1.8% |
| 30D | +16.9% | -19.7% | +36.6% | +17.6% |
| 3M | +23.0% | -62.9% | +85.8% | +28.5% |
| 6M | +42.2% | -59.6% | +101.7% | +46.3% |
| YTD | +5.5% | -52.1% | +57.6% | +4.3% |
| 1Y | -5.1% | -50.9% | +45.8% | -7.2% |
| All | -5.1% | -54.8% | +49.7% | -7.2% |
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