+802.8%
TEAM vs RCAT
-98.6%
+901.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | +67.3% | -3.3% | +70.6% | +67.3% |
| 3M | +86.8% | -43.2% | +130.0% | +87.6% |
| 6M | +146.8% | -43.2% | +190.0% | +147.6% |
| YTD | +16.9% | +5.5% | +11.4% | +16.5% |
| 1Y | +12.8% | -1.6% | +14.4% | +12.2% |
| 3Y | -7.3% | +773.7% | -781.0% | -10.1% |
| 5Y | -50.7% | +187.6% | -238.3% | -52.1% |
| 10Y | +529.8% | -98.5% | +628.3% | +529.3% |
| All | +802.8% | -98.6% | +901.4% | +880.4% |
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