+941.7%
TECH vs RCAT
-100.0%
+1,041.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +0.2% | -5.6% | +5.8% | +0.2% |
| 30D | +0.5% | -27.0% | +27.5% | +0.5% |
| 3M | +1.1% | -57.9% | +59.0% | +1.2% |
| 6M | +51.0% | -59.4% | +110.4% | +51.1% |
| YTD | +24.4% | -46.9% | +71.3% | +24.4% |
| 1Y | +27.4% | -54.0% | +81.5% | +27.5% |
| 3Y | +28.5% | +378.4% | -349.9% | +28.4% |
| 5Y | -40.9% | +61.9% | -102.8% | -40.9% |
| 10Y | +192.5% | -99.6% | +292.1% | +195.6% |
| All | +941.7% | -100.0% | +1,041.7% | +1,161.9% |
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