+732.8%
TER vs RCAT
-100.0%
+832.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.6% | -16.1% | +2.5% |
| 7D | -20.5% | -12.7% | -7.7% | -20.4% |
| 30D | -47.0% | -34.3% | -12.7% | -46.9% |
| 3M | -43.3% | -53.4% | +10.1% | -43.1% |
| 6M | -42.9% | -62.0% | +19.1% | -42.7% |
| YTD | +12.9% | -49.1% | +61.9% | +13.1% |
| 1Y | +18.2% | -53.1% | +71.3% | +18.5% |
| 3Y | +151.8% | +318.7% | -166.9% | +149.5% |
| 5Y | +54.2% | +48.5% | +5.7% | +53.1% |
| 10Y | +908.2% | -99.6% | +1,007.8% | +855.3% |
| All | +732.8% | -100.0% | +832.8% | +531.2% |
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