-0.2%
TRU vs RCAT
-54.8%
+54.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.2% |
| 7D | 0.0% | -5.9% | +6.0% | +0.1% |
| 30D | +21.3% | -19.7% | +41.0% | +21.7% |
| 3M | +0.2% | -62.9% | +63.1% | +2.4% |
| 6M | +22.4% | -59.6% | +82.0% | +24.2% |
| YTD | -4.8% | -52.1% | +47.2% | -4.8% |
| 1Y | -0.2% | -50.9% | +50.7% | -0.7% |
| All | -0.2% | -54.8% | +54.6% | -0.7% |
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