+25.3%
U vs RCAT
-54.8%
+80.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.3% | +2.5% |
| 7D | +2.8% | +15.6% | -12.7% | -0.2% |
| 30D | +7.6% | -24.1% | +31.7% | +12.2% |
| 3M | +12.7% | -61.9% | +74.6% | +33.7% |
| 6M | +87.0% | -64.3% | +151.3% | +119.2% |
| YTD | +13.6% | -50.4% | +64.0% | +20.2% |
| 1Y | +25.3% | -54.0% | +79.3% | +33.5% |
| All | +25.3% | -54.8% | +80.1% | +33.5% |
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