-15.9%
TRU vs RCAT
-14.2%
-1.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -2.7% | -4.9% | +2.2% | -2.6% |
| 30D | -2.0% | -22.9% | +20.8% | -1.5% |
| 3M | +18.4% | -33.7% | +52.2% | +19.9% |
| 6M | +8.9% | -50.7% | +59.6% | +10.4% |
| YTD | -8.9% | +0.4% | -9.3% | -9.7% |
| 1Y | -15.9% | -27.6% | +11.8% | -16.0% |
| All | -15.9% | -14.2% | -1.7% | -16.0% |
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