+1,262.6%
TER vs RCAT
-100.0%
+1,362.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -8.3% | -3.3% | -4.9% | -8.3% |
| 3M | -12.2% | -43.2% | +31.0% | -12.0% |
| 6M | +17.1% | -43.2% | +60.2% | +17.3% |
| YTD | +84.7% | +5.5% | +79.1% | +84.5% |
| 1Y | +199.9% | -1.6% | +201.6% | +199.6% |
| 3Y | +232.8% | +773.7% | -540.9% | +228.7% |
| 5Y | +198.6% | +187.6% | +10.9% | +195.3% |
| 10Y | +1,669.7% | -98.5% | +1,768.2% | +1,568.6% |
| All | +1,262.6% | -100.0% | +1,362.6% | +929.2% |
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