+69.7%
XYZ vs RCAT
+270.1%
-200.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.9% | +10.8% | -3.1% |
| 7D | +9.2% | -32.6% | +41.8% | +12.1% |
| 30D | +9.8% | -46.3% | +56.1% | +14.4% |
| 3M | -0.2% | -60.7% | +60.5% | +6.2% |
| 6M | +18.0% | -67.4% | +85.3% | +26.2% |
| YTD | +29.1% | -57.1% | +86.2% | +33.8% |
| 1Y | +14.1% | -63.8% | +77.9% | +19.0% |
| All | +69.7% | +270.1% | -200.4% | +67.7% |
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