-41.0%
TECH vs RCAT
+57.4%
-98.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.3% | +0.5% |
| 7D | +0.2% | +15.6% | -15.3% | -0.7% |
| 30D | +0.5% | -24.1% | +24.6% | +1.6% |
| 3M | +1.0% | -61.9% | +62.8% | +5.8% |
| 6M | +54.1% | -64.3% | +118.4% | +60.8% |
| YTD | +24.4% | -50.4% | +74.8% | +25.7% |
| 1Y | +19.3% | -54.0% | +73.3% | +20.6% |
| 3Y | +28.5% | +347.2% | -318.6% | +12.5% |
| 5Y | -41.0% | +45.7% | -86.7% | -45.3% |
| All | -41.0% | +57.4% | -98.4% | -45.3% |
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