+163.6%
W vs RCAT
-99.7%
+263.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.6% |
| 7D | -4.2% | -1.4% | -2.8% | -4.1% |
| 30D | -7.6% | -3.3% | -4.2% | -7.6% |
| 3M | +37.2% | -43.2% | +80.4% | +38.4% |
| 6M | +26.3% | -43.2% | +69.5% | +27.2% |
| YTD | -1.0% | +5.5% | -6.5% | -1.5% |
| 1Y | +20.1% | -1.6% | +21.7% | +19.2% |
| 3Y | +37.8% | +773.7% | -735.9% | +30.5% |
| 5Y | -63.7% | +187.6% | -251.3% | -65.3% |
| 10Y | +156.3% | -98.5% | +254.8% | +122.4% |
| All | +163.6% | -99.7% | +263.3% | +120.9% |
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