+3,704.2%
TDY vs RCAT
-100.0%
+3,804.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.9% |
| 30D | -12.5% | -24.2% | +11.7% | -12.4% |
| 3M | -0.8% | -25.8% | +25.0% | -0.7% |
| 6M | -9.0% | -44.9% | +36.0% | -8.9% |
| YTD | +16.8% | +1.9% | +14.9% | +16.7% |
| 1Y | +9.5% | -5.2% | +14.6% | +9.4% |
| 3Y | +45.4% | +759.6% | -714.2% | +44.3% |
| 5Y | +37.8% | +187.5% | -149.7% | +36.9% |
| 10Y | +470.2% | -98.5% | +568.7% | +458.9% |
| All | +3,704.2% | -100.0% | +3,804.2% | +4,091.8% |
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 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