+53.4%
T vs RCAT
+46.9%
+6.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.5% | -0.8% |
| 7D | +1.0% | -12.7% | +13.8% | +1.0% |
| 30D | -10.6% | -34.3% | +23.7% | -10.7% |
| 3M | -7.7% | -53.4% | +45.7% | -7.9% |
| 6M | -13.3% | -62.0% | +48.7% | -13.4% |
| YTD | -8.8% | -49.1% | +40.3% | -9.1% |
| 1Y | -8.4% | -53.1% | +44.7% | -8.7% |
| 3Y | +59.6% | +318.7% | -259.0% | +52.1% |
| All | +53.4% | +46.9% | +6.5% | +49.6% |
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