+1,098.3%
SPYG vs RCAT
-100.0%
+1,198.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -0.4% | -3.3% | +2.9% | -0.4% |
| 3M | +0.5% | -43.2% | +43.8% | +0.6% |
| 6M | +17.5% | -43.2% | +60.6% | +17.5% |
| YTD | +14.3% | +5.5% | +8.8% | +14.3% |
| 1Y | +21.7% | -1.6% | +23.4% | +21.6% |
| 3Y | +98.6% | +773.7% | -675.1% | +97.6% |
| 5Y | +85.1% | +187.6% | -102.5% | +84.3% |
| 10Y | +412.0% | -98.5% | +510.5% | +407.2% |
| All | +1,098.3% | -100.0% | +1,198.3% | +1,066.4% |
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