+2.2%
TEAM vs RCAT
+1.5%
+0.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -7.1% |
| 7D | -5.7% | +5.4% | -11.1% | -5.9% |
| 30D | +18.3% | -5.6% | +23.9% | +18.5% |
| 3M | +80.2% | -30.2% | +110.4% | +83.0% |
| 6M | +111.0% | -43.4% | +154.4% | +114.2% |
| YTD | +8.8% | +9.6% | -0.8% | +8.7% |
| 1Y | +2.2% | -2.0% | +4.1% | +0.9% |
| All | +2.2% | +1.5% | +0.7% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling