+171.0%
W vs RCAT
+331.8%
-160.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | +0.2% | -5.9% | +6.1% | +0.8% |
| 30D | +6.8% | -19.7% | +26.5% | +8.7% |
| 3M | +10.7% | -62.9% | +73.5% | +21.4% |
| 6M | +86.3% | -59.6% | +145.9% | +100.7% |
| YTD | +11.5% | -52.1% | +63.5% | +16.7% |
| 1Y | +5.1% | -50.9% | +56.0% | +9.3% |
| 3Y | +171.0% | +333.8% | -162.8% | +148.7% |
| All | +171.0% | +331.8% | -160.8% | +148.7% |
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