+631.8%
TEAM vs RCAT
-99.3%
+731.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +18.6% | -34.8% | -16.3% |
| 7D | -19.8% | -12.7% | -7.1% | -19.8% |
| 30D | -21.5% | -34.3% | +12.8% | -21.2% |
| 3M | +39.5% | -53.4% | +92.9% | +40.4% |
| 6M | +73.1% | -62.0% | +135.0% | +74.3% |
| YTD | -5.2% | -49.1% | +43.8% | -5.0% |
| 1Y | -1.6% | -53.1% | +51.6% | -1.3% |
| 3Y | -11.4% | +318.7% | -330.1% | -13.6% |
| 5Y | -65.1% | +48.5% | -113.6% | -65.8% |
| 10Y | +471.3% | -99.6% | +570.9% | +464.8% |
| All | +631.8% | -99.3% | +731.1% | +699.7% |
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