-42.4%
TECH vs RCAT
+183.7%
-226.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +0.7% | -3.3% | +4.1% | +0.7% |
| 3M | +36.3% | -43.2% | +79.6% | +39.6% |
| 6M | +25.6% | -43.2% | +68.8% | +27.5% |
| YTD | +23.7% | +5.5% | +18.1% | +20.9% |
| 1Y | +37.6% | -1.6% | +39.3% | +33.7% |
| 3Y | -6.6% | +773.7% | -780.3% | -17.6% |
| All | -42.4% | +183.7% | -226.1% | -49.1% |
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