-54.2%
W vs RCAT
+46.9%
-101.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.1% | -3.5% |
| 7D | -3.6% | -12.7% | +9.1% | -2.5% |
| 30D | +7.0% | -34.3% | +41.3% | +11.5% |
| 3M | +7.4% | -53.4% | +60.8% | +15.8% |
| 6M | +69.3% | -62.0% | +131.3% | +84.4% |
| YTD | +11.3% | -49.1% | +60.3% | +15.6% |
| 1Y | +13.2% | -53.1% | +66.3% | +17.8% |
| 3Y | +142.0% | +318.7% | -176.6% | +78.5% |
| All | -54.2% | +46.9% | -101.2% | -61.7% |
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 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