+3,973.8%
TPR vs RCAT
-100.0%
+4,073.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -14.9% | +21.9% | +7.1% |
| 7D | +13.9% | -32.6% | +46.4% | +13.9% |
| 30D | +14.9% | -46.3% | +61.2% | +15.0% |
| 3M | -15.4% | -60.7% | +45.3% | -15.3% |
| 6M | -4.5% | -67.4% | +62.9% | -4.3% |
| YTD | +6.0% | -57.1% | +63.1% | +6.1% |
| 1Y | +24.3% | -63.8% | +88.1% | +24.4% |
| 3Y | +412.8% | +268.1% | +144.7% | +411.5% |
| 5Y | +258.4% | +25.2% | +233.3% | +257.6% |
| 10Y | +396.8% | -99.7% | +496.5% | +392.4% |
| All | +3,973.8% | -100.0% | +4,073.8% | +4,232.0% |
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