-53.8%
TEAM vs RCAT
+192.8%
-246.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -7.2% |
| 7D | -5.7% | +5.4% | -11.1% | -6.1% |
| 30D | +18.3% | -5.6% | +23.9% | +18.6% |
| 3M | +80.2% | -30.2% | +110.4% | +83.9% |
| 6M | +111.0% | -43.4% | +154.4% | +116.0% |
| YTD | +8.8% | +9.6% | -0.8% | +4.8% |
| 1Y | +2.2% | -2.0% | +4.1% | -2.4% |
| 3Y | -14.6% | +825.0% | -839.6% | -39.5% |
| 5Y | -53.8% | +199.8% | -253.6% | -66.6% |
| All | -53.8% | +192.8% | -246.5% | -66.6% |
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