+16.7%
U vs RCAT
-56.5%
+73.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.0% |
| 7D | +24.4% | -5.6% | +30.0% | +24.5% |
| 30D | +7.4% | -27.0% | +34.4% | +13.1% |
| 3M | +16.8% | -57.9% | +74.7% | +36.4% |
| 6M | +78.8% | -59.4% | +138.2% | +104.7% |
| YTD | +14.0% | -46.9% | +60.9% | +18.4% |
| 1Y | +16.7% | -54.0% | +70.8% | +24.3% |
| All | +16.7% | -56.5% | +73.2% | +24.3% |
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