+87.5%
U vs RCAT
+331.8%
-244.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.7% | +5.7% |
| 7D | +2.6% | -5.9% | +8.5% | +3.2% |
| 30D | +27.6% | -19.7% | +47.2% | +30.3% |
| 3M | +15.3% | -62.9% | +78.2% | +31.8% |
| 6M | +96.4% | -59.6% | +156.0% | +118.4% |
| YTD | +19.6% | -52.1% | +71.6% | +26.7% |
| 1Y | +42.1% | -50.9% | +93.0% | +49.0% |
| 3Y | +87.5% | +333.8% | -246.3% | +45.9% |
| All | +87.5% | +331.8% | -244.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling