+199.8%
TER vs RCAT
-2.3%
+202.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +5.9% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -8.3% | -3.3% | -5.0% | -8.1% |
| 3M | -12.2% | -43.2% | +31.0% | -3.7% |
| 6M | +17.0% | -43.2% | +60.2% | +25.0% |
| YTD | +84.6% | +5.5% | +79.1% | +74.2% |
| 1Y | +199.8% | -1.6% | +201.5% | +196.4% |
| All | +199.8% | -2.3% | +202.1% | +196.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling