+11.2%
SPYG vs RCAT
-59.1%
+70.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.3% | +11.6% | +2.0% |
| 7D | -2.8% | -18.5% | +15.8% | -1.3% |
| 30D | -6.2% | -37.0% | +30.8% | -3.0% |
| 3M | -3.6% | -54.9% | +51.3% | +1.9% |
| 6M | +4.8% | -63.6% | +68.4% | +11.4% |
| YTD | +11.0% | -49.6% | +60.5% | +13.3% |
| 1Y | +11.2% | -57.8% | +69.0% | +15.0% |
| All | +11.2% | -59.1% | +70.4% | +15.0% |
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