+210.2%
TER vs RCAT
+387.5%
-177.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.1% |
| 7D | +5.9% | +7.2% | -1.4% | +5.0% |
| 30D | -30.8% | -20.4% | -10.4% | -28.9% |
| 3M | -29.9% | -59.8% | +29.8% | -22.8% |
| 6M | -27.5% | -61.9% | +34.4% | -20.5% |
| YTD | +37.5% | -45.9% | +83.4% | +44.9% |
| 1Y | +50.3% | -50.5% | +100.8% | +58.7% |
| All | +210.2% | +387.5% | -177.3% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling