-33.8%
TRU vs RCAT
+182.3%
-216.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -2.7% | -4.9% | +2.2% | -2.5% |
| 30D | -2.0% | -22.9% | +20.8% | -0.8% |
| 3M | +18.4% | -33.7% | +52.2% | +20.5% |
| 6M | +8.9% | -50.7% | +59.6% | +11.6% |
| YTD | -8.9% | +0.4% | -9.3% | -11.3% |
| 1Y | -15.9% | -27.6% | +11.8% | -17.4% |
| 3Y | -1.1% | +753.2% | -754.2% | -18.1% |
| All | -33.8% | +182.3% | -216.1% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling