-68.4%
U vs RCAT
+46.9%
-115.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.6% | -13.1% | +2.4% |
| 7D | +36.6% | -12.7% | +49.3% | +38.5% |
| 30D | +13.3% | -34.3% | +47.6% | +20.4% |
| 3M | +26.2% | -53.4% | +79.6% | +41.2% |
| 6M | +88.7% | -62.0% | +150.7% | +114.1% |
| YTD | +16.6% | -49.1% | +65.6% | +22.7% |
| 1Y | +29.0% | -53.1% | +82.1% | +36.3% |
| 3Y | +99.5% | +318.7% | -219.2% | +20.0% |
| All | -68.4% | +46.9% | -115.3% | -77.8% |
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