+3.4%
TRU vs RCAT
-59.1%
+62.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.3% | +14.9% | +4.7% |
| 7D | +10.5% | -18.5% | +29.1% | +10.8% |
| 30D | +28.7% | -37.0% | +65.6% | +29.9% |
| 3M | +0.7% | -54.9% | +55.5% | +2.3% |
| 6M | +19.3% | -63.6% | +83.0% | +21.9% |
| YTD | -3.7% | -49.6% | +45.8% | -3.8% |
| 1Y | +3.4% | -57.8% | +61.2% | +4.0% |
| All | +3.4% | -59.1% | +62.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling