+809.6%
SPYM vs RCAT
-100.0%
+909.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.0% | +2.3% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | -3.3% | -22.0% | +18.7% | -3.3% |
| 3M | -2.4% | -51.1% | +48.7% | -2.3% |
| 6M | +2.6% | -56.6% | +59.2% | +2.7% |
| YTD | +11.3% | -43.3% | +54.6% | +11.4% |
| 1Y | +13.5% | -51.5% | +65.0% | +13.5% |
| 3Y | +80.3% | +411.4% | -331.1% | +79.4% |
| 5Y | +72.7% | +74.4% | -1.7% | +72.0% |
| 10Y | +312.2% | -99.6% | +411.8% | +307.0% |
| All | +809.6% | -100.0% | +909.5% | +797.5% |
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