+196.2%
W vs RCAT
-99.9%
+296.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.1% | -1.8% |
| 7D | -3.6% | -12.7% | +9.1% | -3.4% |
| 30D | +7.0% | -34.3% | +41.3% | +7.7% |
| 3M | +7.4% | -53.4% | +60.8% | +8.7% |
| 6M | +69.3% | -62.0% | +131.3% | +71.7% |
| YTD | +11.3% | -49.1% | +60.3% | +12.1% |
| 1Y | +13.2% | -53.1% | +66.3% | +14.0% |
| 3Y | +142.0% | +318.7% | -176.6% | +132.1% |
| 5Y | -54.6% | +48.5% | -103.1% | -56.2% |
| 10Y | +243.7% | -99.6% | +343.3% | +202.2% |
| All | +196.2% | -99.9% | +296.1% | +151.2% |
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 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