-2.9%
SPYG vs RCAT
-58.8%
+56.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.1% |
| 7D | -1.9% | -5.6% | +3.7% | -1.7% |
| 30D | -9.2% | -27.0% | +17.9% | -6.8% |
| 3M | -6.8% | -57.9% | +51.1% | +0.4% |
| All | -2.9% | -58.8% | +56.0% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling