-27.1%
TRU vs RCAT
+41.8%
-68.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.3% |
| 7D | 0.0% | -5.9% | +6.0% | +0.3% |
| 30D | +21.3% | -19.7% | +41.0% | +22.3% |
| 3M | +0.2% | -62.9% | +63.1% | +5.4% |
| 6M | +22.4% | -59.6% | +82.0% | +26.8% |
| YTD | -4.8% | -52.1% | +47.2% | -4.0% |
| 1Y | -0.2% | -50.9% | +50.7% | +0.1% |
| 3Y | +57.9% | +333.8% | -275.9% | +32.3% |
| All | -27.1% | +41.8% | -68.9% | -36.2% |
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