+83.9%
TER vs RCAT
+57.4%
+26.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +0.2% |
| 7D | +24.0% | +15.6% | +8.4% | +21.9% |
| 30D | -30.6% | -24.1% | -6.5% | -28.5% |
| 3M | -34.5% | -61.9% | +27.4% | -27.8% |
| 6M | -26.4% | -64.3% | +38.0% | -19.1% |
| YTD | +36.4% | -50.4% | +86.8% | +44.3% |
| 1Y | +47.4% | -54.0% | +101.4% | +56.2% |
| 3Y | +202.6% | +347.2% | -144.6% | +170.4% |
| 5Y | +83.9% | +45.7% | +38.1% | +72.8% |
| All | +83.9% | +57.4% | +26.5% | +72.8% |
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