+59.6%
T vs RCAT
+339.1%
-279.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.5% | -0.6% |
| 7D | +1.0% | -12.7% | +13.8% | +0.9% |
| 30D | -10.6% | -34.3% | +23.7% | -11.0% |
| 3M | -7.7% | -53.4% | +45.7% | -8.5% |
| 6M | -13.3% | -62.0% | +48.7% | -14.0% |
| YTD | -8.8% | -49.1% | +40.3% | -9.2% |
| 1Y | -8.4% | -53.1% | +44.7% | -8.8% |
| 3Y | +59.6% | +318.7% | -259.0% | +65.8% |
| All | +59.6% | +339.1% | -279.5% | +65.8% |
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