-24.7%
U vs RCAT
+445.9%
-470.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.6% | -13.1% | +4.2% |
| 7D | +36.6% | -12.7% | +49.3% | +37.4% |
| 30D | +13.3% | -34.3% | +47.6% | +16.4% |
| 3M | +26.2% | -53.4% | +79.6% | +32.5% |
| 6M | +88.7% | -62.0% | +150.7% | +99.6% |
| YTD | +16.6% | -49.1% | +65.6% | +20.1% |
| 1Y | +29.0% | -53.1% | +82.1% | +33.1% |
| 3Y | +99.5% | +318.7% | -219.2% | +81.0% |
| 5Y | -66.1% | +48.5% | -114.6% | -69.1% |
| All | -24.7% | +445.9% | -470.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling