+57.8%
T vs RCAT
+41.8%
+16.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +2.5% | -5.9% | +8.5% | +2.5% |
| 30D | -3.8% | -19.7% | +15.9% | -3.8% |
| 3M | -8.7% | -62.9% | +54.1% | -8.9% |
| 6M | -8.1% | -59.6% | +51.5% | -8.3% |
| YTD | -6.4% | -52.1% | +45.6% | -6.8% |
| 1Y | -9.8% | -50.9% | +41.2% | -10.1% |
| 3Y | +65.5% | +333.8% | -268.3% | +57.4% |
| All | +57.8% | +41.8% | +16.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling