+111.7%
SPOT vs RCAT
+192.8%
-81.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.8% |
| 7D | -2.9% | +5.4% | -8.2% | -3.1% |
| 30D | +8.3% | -5.6% | +13.9% | +8.5% |
| 3M | +5.1% | -30.2% | +35.3% | +6.7% |
| 6M | -6.5% | -43.4% | +36.9% | -4.8% |
| YTD | -9.0% | +9.6% | -18.6% | -11.6% |
| 1Y | -26.4% | -2.0% | -24.4% | -29.1% |
| 3Y | +240.0% | +825.0% | -585.0% | +175.4% |
| 5Y | +111.7% | +199.8% | -88.1% | +75.1% |
| All | +111.7% | +192.8% | -81.0% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling