+67.6%
SPY vs RCAT
+46.9%
+20.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.6% | -18.3% | -0.5% |
| 7D | -2.7% | -12.7% | +10.0% | -2.3% |
| 30D | -5.4% | -34.3% | +28.9% | -4.0% |
| 3M | -4.1% | -53.4% | +49.3% | -1.4% |
| 6M | +0.7% | -62.0% | +62.7% | +3.8% |
| YTD | +8.7% | -49.1% | +57.7% | +9.7% |
| 1Y | +10.9% | -53.1% | +64.0% | +12.0% |
| 3Y | +75.0% | +318.7% | -243.7% | +58.9% |
| All | +67.6% | +46.9% | +20.7% | +58.3% |
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