+1,496.0%
SU vs RCAT
-100.0%
+1,596.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.2% |
| 30D | +8.4% | -22.9% | +31.3% | +8.5% |
| 3M | +12.1% | -33.7% | +45.8% | +12.2% |
| 6M | +19.7% | -50.7% | +70.4% | +19.8% |
| YTD | +58.4% | +0.4% | +58.0% | +58.2% |
| 1Y | +67.2% | -27.6% | +94.9% | +67.1% |
| 3Y | +125.0% | +753.2% | -628.1% | +122.7% |
| 5Y | +355.1% | +183.3% | +171.8% | +350.8% |
| 10Y | +263.7% | -98.5% | +362.2% | +249.4% |
| All | +1,496.0% | -100.0% | +1,596.0% | +1,252.0% |
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 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