+32.9%
W vs RCAT
+762.9%
-730.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | -4.2% | -1.4% | -2.8% | -4.0% |
| 30D | -7.6% | -3.3% | -4.2% | -7.5% |
| 3M | +37.2% | -43.2% | +80.4% | +43.9% |
| 6M | +26.3% | -43.2% | +69.5% | +30.7% |
| YTD | -1.0% | +5.5% | -6.5% | -3.8% |
| 1Y | +20.1% | -1.6% | +21.7% | +14.9% |
| All | +32.9% | +762.9% | -730.0% | +7.2% |
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