+24.3%
W vs RCAT
-59.1%
+83.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -10.3% | +21.3% | +12.6% |
| 7D | +8.4% | -18.5% | +26.9% | +11.6% |
| 30D | +16.5% | -37.0% | +53.5% | +24.7% |
| 3M | +6.4% | -54.9% | +61.3% | +19.3% |
| 6M | +90.5% | -63.6% | +154.2% | +116.5% |
| YTD | +23.1% | -49.6% | +72.6% | +31.8% |
| 1Y | +24.3% | -57.8% | +82.1% | +36.3% |
| All | +24.3% | -59.1% | +83.4% | +36.3% |
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