+964.5%
SPY vs RCAT
-100.0%
+1,064.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.1% | -3.3% | +3.4% | +0.1% |
| 3M | +2.0% | -43.2% | +45.2% | +2.1% |
| 6M | +13.0% | -43.2% | +56.2% | +13.1% |
| YTD | +13.5% | +5.5% | +8.0% | +13.5% |
| 1Y | +20.0% | -1.6% | +21.6% | +19.9% |
| 3Y | +77.2% | +773.7% | -696.5% | +76.4% |
| 5Y | +81.9% | +187.6% | -105.7% | +81.2% |
| 10Y | +314.1% | -98.5% | +412.5% | +311.0% |
| All | +964.5% | -100.0% | +1,064.5% | +966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling