+125.4%
SU vs RCAT
+733.0%
-607.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | -5.4% | +7.0% | +1.8% |
| 30D | +9.6% | -24.2% | +33.8% | +10.3% |
| 3M | +11.7% | -25.8% | +37.6% | +12.3% |
| 6M | +21.9% | -44.9% | +66.8% | +23.1% |
| YTD | +58.6% | +1.9% | +56.7% | +56.5% |
| 1Y | +66.5% | -5.2% | +71.7% | +63.8% |
| All | +125.4% | +733.0% | -607.6% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling